中文參考文獻
1、陳錦村 著(2004):風險管理概要 - 個案與實務
2、李佩芝 譯(2004):信用風險模型與巴塞爾資本協定
3、黃仁德、陳淑郁 著(2005):信用風險衡量理論與實務
4、陳業寧、王衍智、許鴻英(2004),台灣企業財務危機之預測:信用評分法與
選擇權評價法孰優?,風險管理學報
5、王懷德(2002),KMV模型於國內未上市未上櫃之公開發行公司之研究,東
吳大學會計系碩士論文
6、林妙宜(2002),公司信用風險的衡量,政治大學金融研究所碩士論文
7、聶志宏(2002),公司債信用風險的評估-運用選擇權評價模式,淡江大學財
務金融學系碩士論文
8、楊博仁(2002),信用風險值-台灣企業違約後償還率之探討,東吳大學會計系碩士論文
9、蔡晃銘(2002),總體經濟與產業因素對信用風險影響之研究,淡江大學財務
金融學系在職專班碩士論文
10、詹菲如(2003),貸款定價與績效評估-運用選擇權評價模式,淡江大學財務金融學系碩士論文
11、何雅萍(2005),以KMV模型測度公司信用風險,輔仁大學金融所碩士論文12、李沃牆、許峻賓(2003),KMV 模型於財務預警之實證研究,。真理大學財
經研究所碩士論文
13、林佳蓉(2000),信用風險模型之發展與衡量-以中長期資金運用制度為例,
中山大學財務管理學系碩士論文
14、趙令斌(1999),以選擇權模式衡量信用風險,東吳大學會計學系碩士論文15、陳浩誠(2001),選擇權架構下公司債信用風險溢酬之探討,輔仁大學金融所碩士論文
英文參考文獻
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A Hybrid Approach to Assessing Credit Quality,” Working Paper, University of Piraeus
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網站資訊
1、Moody’s Investors Services(http://www.moodys.com/)
2、Moody’s K.M.V. (http://www.moodyskmv.com/)
3、DefaultRisk.com (http://www.defaultrisk.com/)
4、Risk Magazine (http://www.risk.net/)