While the reduced form models may be universally applied in many fields of default risk valuation, the game …
与现实经济环境更为接近的博弈模型是需进一步研究的重点。
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。
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。
This paper observe credit risk and default probabilities priced by structural and reduced-form models.
本文研究结构性降价模型带来的信用风险和违约的可能性。
This paper observe credit risk and default probabilities priced by structural and reduced-form models.
本文研究结构性降价模型带来的信用风险和违约的可能性。
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