|
English
|
正體中文
|
简体中文
|
2823698
|
|
???header.visitor??? :
30489852
???header.onlineuser??? :
1267
???header.sponsordeclaration???
|
|
|
???tair.name??? >
???browser.page.title.author???
|
"yu chih tun"???jsp.browse.items-by-author.description???
Showing items 1-6 of 6 (1 Page(s) Totally) 1 View [10|25|50] records per page
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
|
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
|
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
|
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
|
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
|
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
|
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) 1 View [10|25|50] records per page
|