How to construct the credit risk model of default probability model?
如何构建违约概率模型等信用风险模型体系?
And credit risk management is the core of the pricing of the bonds default.
而信用风险管理的核心就是对违约债券的定价。
The model is used to measure the credit risk implied by credit default swap index.
第三章应用结构转换模型分析信用风险。
This paper presents a credit risk management models-probability of default (PD) model.
本文主要介绍了一种信用风险管理模型——违约概率(PD)模型。
This paper presents a credit risk management models-probability of default (PD) model.
本文主要介绍了一种信用风险管理模型——违约概率(PD)模型。
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