A study of the implied probability of defaul
碩士 === 國立清華大學 === 計量財務金融學系 === 107 === The purpose of this study is to estimate the implied default probabilities for listed companies. And then we can forecast the possibility of companies default. We use the mixed lognormal model to capture the fat tail of probability (default part), so we can est...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/awt78y |