Bank Credit Risk Measurement --- Application and Empirical of Markov Model

Description

none

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727104-113751

Tags

credit risk

transition metrics

Markov chain

Probability of Default

recovery rate

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0727104-113751
Date	27 July 2004
Creators	Yang, Tsung-Hsien
Contributors	Chau-Jung Kuo, Ming-Chi Chen, David Shyu
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-0727104-113751
Rights	campus_withheld, Copyright information available at source archive