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  • 學位論文

企業財務危機之預測─以傳統選擇權與下出局式買權評價法為例

Predicting Corporate Financial Distress-Using Merton and Down-and-Out Call Frameworks

指導教授 : 林允永
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參考文獻


6. 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,第6卷第2期,頁155~179。
1. Altman, E.I, (1968),”Financial Ration, Discriminant Analysis and the Prediction of Corporate Bankruptcy, ” The Journal of Finance, Vol. 23,pp589-609
2. Altman, E.I., R. Haldeman and P. Narayanan., (1977) “ZETA analysis: A new model to identity bankruptcy risk of corporations,” Journal of Banking & Finance, pp64-75.
3. Altman, E.I., Marco, G.., and Varetto, F., (1994), “Corporate distress diagnosis: Comparisons using linear discriminant analsis and neural networks,” Journal of Banking & Finance, Vol.18, pp505-529.
4. Beaver, W. H., (1966), “Financial Ratio as Prediction of Failure,” Empirical Research in Accounting, supplement, pp71-111

被引用紀錄


陳耿輝(2006)。信用評等與選擇權評價之有效性分析-以電子業為例〔碩士論文,淡江大學〕。華藝線上圖書館。https://doi.org/10.6846/TKU.2006.00980
黃明珠(2006)。企業授信運用信用評分及選擇權評價之有效性分析〔碩士論文,淡江大學〕。華藝線上圖書館。https://doi.org/10.6846/TKU.2006.00328

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