Parameter estimation as minimization - intro to method of least squares, introduction to probability theory, conditional and joint probabilities, statistical independence.
以最小化问题估算参数-最小平方法介绍,机率论介绍,条件机率及联合机率,统计无关。
We shall discuss conditional probability first, because the concept of joint probabilitlies is best illustrated by using conditional probabilities as a basis.
我们先讨论条件概率,因为联合概率的概念,必须以条件概率为基础才能更好地予以说明。
In this paper, we review the structural, reduced form and incomplete information approaches to estimating joint default probabilities and prices of credit sensitive securities.
本文评述了联合违约概率和信用风险证券定价的三种分析范式:结构范式、简约范式和信息不完备范式。
In this paper, we review the structural, reduced form and incomplete information approaches to estimating joint default probabilities and prices of credit sensitive securities.
本文评述了联合违约概率和信用风险证券定价的三种分析范式:结构范式、简约范式和信息不完备范式。
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