搜索结果: 1-2 共查到“数学 Credit risk”相关记录2条 . 查询时间(0.156 秒)
The real estate credit risk based on the value model with jump and stochastic interests
Asset model with jump Volatility Default probability
2010/9/21
This paper is to assess the real estate credit risk with the help of the value model with jump and stochastic interests. Using the value obeying a stochastic jump-diffusion process, applying the Ito t...
Logistic robust method to new generalized geometric credit risk approach
Financial ratios Risk box, Bankruptcy
2010/9/20
This paper presents a complementary technique for empirical analysis of financial ratios and bankruptcy risk. Within this new framework, we propose the use of a new measure of risk, the Generalized Ri...
