The Credit Risk Model for SMEG¡G Based on Time Varying and Binomial Tree Approach

Description

"none"

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0609110-213353

Tags

SMEG

Probability of Default

Recovery Rate

Time-Varying

Binomial Tree Approach

Jointly Estimate

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0609110-213353
Date	09 June 2010
Creators	Chen, Jing-yi
Contributors	Chen, Hsiao-Jung, Kuo,Chau-jung, Chen, Chin-Ming
Publisher	NSYSU
Source Sets	NSYSU Electronic Thesis and Dissertation Archive
Language	Cholon
Detected Language	English
Type	text
Format	application/pdf
Source	http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0609110-213353
Rights	not_available, Copyright information available at source archive