THE CLUSTER ANALYSIS FOR THE DEVELOPMENT OF A RATING SYSTEM FOR COMPANIES LISTED AT THE BUCHAREST STOCK EXCHANGE

被引：0

作者：

Miclaus, Paul Gabriel ^{[1
]}

Lupu, Radu ^{[1
]}

Ungureanu, Stefan ^{[1
]}

机构：

[1] Acad Econ Studies, Dept Int Business & Econ, Fac Int Business & Econ, Bucharest, Romania

来源：

ECONOMIC WORLD DESTINY: CRISIS AND GLOBALIZATION?, SECTION IV: BANKING, ACCOUNTING AND FINANCIAL SYSTEMS FROM THE 21ST CENTURY PERSPECTIVE | 2010年

关键词：

Expected Default Frequencies; Structured Credit Risk Model; Romanian Capital Market; Credit Rating;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The main idea of the structural models originating from Black-Scholes( 1973) and Merton( 1974) is to consider corporate liabilities as contingent claims on the assets of the firm. In other words the market value of the firm is the fundamental state variable ( Giesecke 2002). We used data from the Bucharest Stock Exchange a a methodology relying on these previous paper to provide a system for the evaluation of rating for the companies listed at the Romanian Stock Exchange.

引用

页码：440 / 446

页数：7

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