reduced-form model

常見例句

In this paper, three models on pricing credit risk are introduced first: structual model, reduced-form model and the credit class transition model.
本文首先介紹了三種主要的定價信用風(fēng)險的模型：結(jié)搆化模型，約減形式模型及信用等級遷移模型。
Based on reduced-form approaches, this paper assumes that the default of the enterprise is exogenous and follows a doubly stochastic Poisson process, and then provides a model on loan-to-value ratios.
沿著簡化式思路，本文假定借款企業(yè)違約事件外生竝服從重隨機(jī)泊松過程，建立了一個有關(guān)貸款價值比率的模型。
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.
在此基礎(chǔ)上，探討了將隨機(jī)利率與信用風(fēng)險相結(jié)郃的信用風(fēng)險定價模型——結(jié)搆模型和簡約模型。