پديد آورنده :
سعيدي، سيما
عنوان :
بررسي وضعيت اعتباري مالي شركت هاي پذيرفته شده در بازار بورس ايران و ارائه مدلي براي پيش بيني درجه اعتباري مالي آنها
مقطع تحصيلي :
كارشناسي ارشد
گرايش تحصيلي :
مهندسي صنايع
محل تحصيل :
اصفهان: دانشگاه صنعتي اصفهان، دانشكده صنايع و سيستمها
صفحه شمار :
نه، 107، [I]ص.: مصور، جدول، نمودار
استاد راهنما :
فريماه مخاطب رفيعي
استاد مشاور :
غلامعلي رئيسي اردلي
توصيفگر ها :
اوراق قرضه , Z - score
تاريخ نمايه سازي :
26/6/86
دانشكده :
مهندسي صنايع و سيستم ها
چكيده فارسي :
به فارسي و انگليسي: قابل رويت در نسخه ديجيتال
چكيده انگليسي :
95 Abstract In this study a combination of financial engineering methods and multivariate statisticmethods is used to evaluate the financial credit situation of corporates listed in stock exchangemarket of Iran The aim is to attain a model to rate the financial health of corporates listed instock exchange market of Iran For this a sample of 126 industrial firms will be taken andfinancial ratios as financial critera will be computed for them It will be tried to help the initialrating that was derived from volume of trade off and done by an expert in PrincipalComponent Analysis but as will be seen we could not classify firms into groups in this stage However in PCA the number of variables will be reduced to number of principal componentswith known variance but we will enter next stage Multiple Discriminant Analysis with allthe initial variables because MDA will omit nonsignificant variables automatically Here with90 samples the model will be constructed and with the rest of firms 36 samples the modelwill be evaluated Finally with the attained model that is effective in compare with pioneer smodels every firm whose financial datas are available will be rated
استاد راهنما :
فريماه مخاطب رفيعي
استاد مشاور :
غلامعلي رئيسي اردلي
