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。
Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。
This paper deduces a model for pricing catastrophe risk bond based on the representative agent in the framework of incomplete market.
本文推导了一个不完全市场框架下的基于代表性代理模型基础上的巨灾风险债券定价模型。
The optional pricing model, as a tool of measuring risk and return, has a bright prospect when being used in such an evaluation.
期权定价模型作为一种衡量风险和收益的工具在并购评估中有很好的应用前景。
The paper studies the effect liquidity risk of the on stock pricing base on multi-factor assets pricing model.
本文通过构造基于流动性风险的多因素定价模型，研究了流动性风险对证券均衡价格的影响。
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。
Grounded on the integration of the traditional pricing model, it put forward the mortgage loan pricing system based on risk evaluation which circles around the central effect factors.
在分析研究的基础上，针对其主要影响因素，结合现有定价模型，提出基于风险评价的住房贷款定价体系。
The application of competing risk model in the pricing of housing mortgage-backed securities is discussed based on measuring models of prepayment and default.
在阐述提前偿付与违约风险测量模型的基础上，探讨了竞争风险模型在住房抵押贷款证券定价过程中的应用。
Based on margin pricing theory, a new mathematic model is proposed for reactive power pricing taking voltage security risk into account.
基于边际价格理论，提出考虑系统电压安全风险的无功定价数学模型。
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。
Through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc.
现代金融学的许多经典问题，如套利定价原理以及风险中性定价等都可以用随机折现因子模型理解，随机折现因子模型是资产定价模型的统一框架。
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。
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。
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。
Model misspecificaton generally leads to misleading conclusions in inference and hypothesis testing, more, misspecified model can yield large errors in pricing, hedging, and risk management.
模型的错误设定往往对推断和检验造成误导，进一步，错误拟合的模型可能会导致定价，套期保值以及风险管理上大的错误。
A pricing model of corporation bond is built up, default assumed as a stochastic intensity process and related to risk-free interest rate.
在考虑企业债券违约风险的情形下，首先将违约看作具有不确定性的随机强度过程，对违约风险进行了建模。
This paper establishes a user's willing-to-pay model for pricing road based on risk utility function, which is an application of information economics analysis and risk decision theory.
本文根据不确定性条件下的信息经济分析原理，建立了基于风险效用函数的收费道路使用者支付意愿模型。
This paper establishes a user's willing-to-pay model for pricing road based on risk utility function, which is an application of information economics analysis and risk decision theory.
本文根据不确定性条件下的信息经济分析原理，建立了基于风险效用函数的收费道路使用者支付意愿模型。
应用推荐