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Showing items 1-6 of 6 (1 Page(s) Totally)
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| 國立政治大學 |
2016 |
Calculating Value-at-Risk Using the Granularity Adjustment Method in the Portfolio Credit Risk Model with Random Loss Given Default
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Chang, Yi-Ping;Lin, Jing-Xiu;Yu, Chih-Tun |
| 國立政治大學 |
2014-02 |
Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk
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Chang, Y.-P.;Yu, Chih-Tun; 游智惇 |
| 國立政治大學 |
2011-10 |
Portfolio Credit Risk Estimation Under The Dynamic Factor Model
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游智惇;劉惠美;洪明欽; Yu, Chih-Tun ; Liu, Huimei ; Hung, Ming-Chin |
| 國立政治大學 |
2011-06 |
Bayesian Inference for credit Risk with Serially Dependent Factor Model
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張揖平;游智惇;劉惠美; Chang, Yi-Ping;Yu, Chih-Tun;Liu, Huimei |
| 國立政治大學 |
2011 |
在序列相關因子模型下探討動態模型化投資組合信用風險
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游智惇; Yu, Chih Tun |
| 國立政治大學 |
2010-09 |
An EM algorithm for multivariate NIG distribution and its application to value-at-risk
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Chang, Y.-P.;Wang, S.-F.;Hung, M.-C.;Yu, Chih-Tun; 游智惇 |
Showing items 1-6 of 6 (1 Page(s) Totally)
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