complete reduced-form model [经] 完全简化型模型
The current pricing models for credit derivatives include structural model, reduced-form model, incomplete information model and factor model. The last two are based on the two former models.
已有的对信用衍生产品定价的模型,如结构模型,约化模型和建立在两者基础上的不完全信息模型以及因子模型,在本次金融危机中表现出弊端,这些模型并不能描述金融危机下信用衍生产品的价格变动情况。
参考来源 - 金融危机下合成型债务抵押债券（SCDO）的定价研究·2,447,543篇论文数据，部分数据来源于NoteExpress
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。
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