In chapter 5 ~ (th), by utilizing the Markov models of credit transition probability matrix, we study the problem of forward loan pricing.
第五章采用信用转移的马氏链模型，研究了远期贷款定价问题。
In chapter 5 ~ (th), by utilizing the Markov models of credit transition probability matrix, we study the problem of forward loan pricing.
第五章采用信用转移的马氏链模型，研究了远期贷款定价问题。
应用推荐