According to the different structures and design, each product has its unique sensitivity to the factors like default intensity and default correlation.
根据产品不同的架构和设计条款,每种产品对违约强度、违约相关性等变量的敏感性是不尽相同的。
And then, I compare the default intensity of two classes of bond, and compare the model efficiency of the model I use in this paper with that of a simple model.
随后进行模型的比较,假设违约强度为常数,对无担保的企业债进行分析,比较两个模型的估计误差。
Adjusted default ocean wave intensity from 10 to 8.
调整后的默认海洋波强度从10到8。
I used the default Settings once again, only thing I changed is the intensity, I set it from 1 to 0.75.
我再次使用了默认的设置,惟一修改的是强度值,我将它从1设为0.75。
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。
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。
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