搜索结果: 1-1 共查到“货币银行学 Single Name Dynamics”相关记录1条 . 查询时间(0.078 秒)
Climbing Down from the Top: Single Name Dynamics in Credit Top Down Models
Single Name Dynamics Credit Top Down Models
2010/10/29
In the top-down approach to multi-name credit modeling, calculation of singe name sensitivities
appears possible, at least in principle, within the so-called random thinning (RT)
procedure which dis...