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。
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。
In the case of considering the influence of the default probability, the paper establishes a credit risk decision model and gives corresponding credit risk d.
在考虑拖欠还款概率存在的影响下，建立了信贷风险决策模型，给出了相应的信贷风险决策机制。
Credit risk is the main risk taken by commercial Banks. Credit risk measurement models include Expert Judgment, Credit Scoring, Neural Network Analysis as well as Modern Default Probability model.
信用风险是商业银行面临的主要风险，信用风险的度量模型有专家判断法、信用评分法、神经网络分析法以及现代违约概率模型等。
And the default risk compensation rate could be made by measuring default risk in data way through KMV model; rate adjusted extent could be made by the customer's contribution to the bank.
其中的违约风险补偿率可以借鉴KMV模式对信贷违约风险进行量化处理获得，利率调整幅度则由该客户的贡献度决定。
The model answer how much the probability when the default occur, so it can be used in credit risk management.
这事实上是一个典型的定量研究模型，模型回答了违约以多大的概率发生，因此可以用于信用风险管理。
At first, this dissertation summarize, analysis and contrast the internal and foreign pre-warning model of financial risk, find out the default of pre-warning of financial risk in our country now.
本文首先对国内外的财务预警模型进行了概述、分析和对比，找出了我国现阶段财务风险预警的不足之处。
Basing on the analysis of those models, this paper studies the default risk valuation model, investigates reset option with random time.
本文在分析了重置期权与带违约风险的期权定价模型的特点基础上，研究了随机时间的重置期权的定价问题。
Incomplete information model is one of the most advanced credit risk model to calculate default rate. It believes that the information investors can get from markets is incomplete.
不完全信息模型是现代计量信用风险违约概率最前沿的理论，它认为投资者从市场上获得的信息并非完全信息。
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。
In case of credit assets backed securities, the paper explores the special risks of asset securitization-default risk, and the default risks with KMV model.
以信贷资产支持证券为例探讨资产证券化的特有风险—违约风险，并运用KMV模型测度个案违约风险，在此基础上提出一些控制违约风险的策略。
In case of credit assets backed securities, the paper explores the special risks of asset securitization-default risk, and the default risks with KMV model.
以信贷资产支持证券为例探讨资产证券化的特有风险—违约风险，并运用KMV模型测度个案违约风险，在此基础上提出一些控制违约风险的策略。
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