| 期刊論文1. | Crouhy, M.、Galai, D.、Mark, R.(2000)。A comparative Analysis of Current Credit Risk Model。Journal of Banking and Finance,24(1/2),59-117。 | 2. | 曾令寧、黃仁德(20031200)。信用投資組合法及投資組合管理法的信用風險模型。存款保險資訊季刊,17(2),76-90。 延伸查詢 | 3. | Bohn, J. R.(2000)。A Empirical Assessment of a Simple Contingent-Claims Model for the Valuation of Risky Debt。Journal of Risk Finance,1(4),55-77。 | 4. | Merton, Robert C.(1974)。On the Pricing of Corporate Debt: The Risk Structure of Interest Rates。The Journal of Finance,29(2),449-470。 | 5. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 | 6. | Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。 | 圖書1. | Stephen, K.、Bohn, J. R.(2001)。Portfolio Management of Default Risk。San Francisco, California, U.S.A:Moody's KMV Company。 | 2. | Wilmott, P.(1998)。Derivatives: The Theory and Practice of Financial Engineering。Chichester:John Wiley and Sons。 | 3. | Saunders, A.、Allen, L.(2002)。Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, 2nd ed。New York:John Wiley & Sons。 | 4. | Jarrow, R. A.、Turnbull, S. M.(1996)。Derivative Securities。South-Western Publishing。 | 其他1. | Crosbie, P.,Bohn, J.(2003)。Modeling Default Risk Modeling Methodology,http://www.moodyskmv.com/research/defaultrisk.html。 | |