The credit risk pricing model constructed in this paper belongs to the Intensity model Category.
构造了信用风险期限结构的框架性模型，属于强度模型流派。
The credit risk pricing model constructed in this paper belongs to the intensity model category.
本文构造的模型属于强度模型流派。
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。
Considering that credit risk and market risk is well correlated, gave the pricing model of credit default swap based on the COX process.
基于信用风险和市场风险密切相关，提出了基于COX过程的信用违约互换定价模型。
Due to the probably of the credit risk, we give the two-factor pricing model with credit risk.
由于信用风险的存在，本文还在介绍信用风险结构理论的基础上，给出考虑了信用风险的双因素定价模型。
Credit card risk management includes many aspects. This paper studied validation of credit risk evaluation model and credit card pricing.
信用卡风险管理包含很多方面，本文主要研究了信用风险评估模型的验证和信用卡定价两个问题。
Using option pricing method, this article obtained a new pricing model of convertible bond with credit risk.
利用期权定价方法对可转换债券进行定价，并得到了一个考虑违约风险的可转换债券定价新模型。
Present thesis develop a stock-based pricing model with exogenous credit risk that accounts for almost all convertible bonds on Chinese market, which have soft put and soft call provisions.
本文考察了我国可转换债券市场结构、条款设计和外部条件的特殊性，利用无套利均衡分析的方法，以基准股票价格为驱动因素建立了有针对性的可转换债券定价模型。
Present thesis develop a stock-based pricing model with exogenous credit risk that accounts for almost all convertible bonds on Chinese market, which have soft put and soft call provisions.
本文考察了我国可转换债券市场结构、条款设计和外部条件的特殊性，利用无套利均衡分析的方法，以基准股票价格为驱动因素建立了有针对性的可转换债券定价模型。
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