该文给出了在结构方法中基于公司资产、债务和资本结构等状态变量的一个风险中性违约概率计算表达式;
This paper provides an expression for calculating risk-neutral default probability, which (is based) on state variables of a firm's assets, liabilities and capital structure in a structural approach.
该文给出了在结构方法中基于公司资产、债务和资本结构等状态变量的一个风险中性违约概率计算表达式;
This paper provides an expression for calculating risk-neutral default probability, which (is based) on state variables of a firm's assets, liabilities and capital structure in a structural approach.
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