中文部分:
1.陳渭淳,2000,上市公司失敗預測之實證研究,國立台北大學企業管理所,博士論文。2.蔡鎤銘,2003,總體經濟與產業因素對信用風險影響之研究,私立淡江大學財務金融學系金融碩士在職專班,碩士論文。3.張大成,2003,違約機率與信用評分模型,台灣金融財務季刊,第四輯,第一期,P19-33,92年3月。
4.陳兆維,2001,利率波動結構對標準與平均利率上限約評價的影響,國立臺灣大學財務金融所,碩士論文。5.張欽堯,2004,利率連動債券之評價與分析-BGM 模型,國立政治大學金融所,碩士論文。6.曾郁穎,2005,可轉換公司債違約機率之估計-信用違約交換與資產交換評價,國立第一科技大學金融營運所,碩士論文。7.蔡順吉,2005,信用連結債券之評價,國立第一科技大學金融營運所,碩士論文。8.黃偉昌,2007,連動債券評價-BGM模型的應用,國立第一科技大學金融營運所,碩士論文。9.陳子良,2008,企業違約機率模型之比較:選擇權評價模型與BGM債券評價模型,國立第一科技大學金融營運所,碩士論文。英文部分:
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