After that, the paper introduces two kinds of credit risk pricing models which adopt stochastic interest rate and credit risk: structural model and reduced-form model.
在此基础上，探讨了将随机利率与信用风险相结合的信用风险定价模型——结构模型和简约模型。
Based on analyzing the main characters of the revolver loan and reduced form models, the modeling idea about pricing the revolver loan is presented by applying reduced form model.
在分析循环贷款和简化模型主要特征的基础上，提出了应用简化模型解决循环贷款定价问题的建模思想。
The credit default swap pricing model is the core of the credit default swap research, and particularly the pricing model based on a reduced form model is the mainstream in current studies.
构建有效的信用违约互换定价模型是信用违约互换研究的核心，而基于强度模型的信用违约互换定价模型研究是目前研究方向的主流。
The model created a series of subsystems from the known decision system at different reduced levels to form a reduced lattice, and then reasoned its own rule set at each node.
该模型从已知决策系统出发，建立了处于不同简化层次上的一系列子系统，并将其作为简约格中的节点，然后推导出每个节点的规则集。
In this paper, a new algorithm based on observability canonical form is proposed. It has a simple structure and is easy to check the stability of reduced model.
文中提出了一种基于可观测标准型的模型降阶算法，具有形式简单，易于检验稳定性的特点。
In this paper, a new algorithm based on observability canonical form is proposed. It has a simple structure and is easy to check the stability of reduced model.
文中提出了一种基于可观测标准型的模型降阶算法，具有形式简单，易于检验稳定性的特点。
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