神马品牌网潍坊市风筝批发市场:intensity-based reduced form model是什么模型？
来源：百度文库 编辑：神马品牌网 时间：2024/04/29 17:19:02
某篇关于定量分析应用于信用风险评价的文章中出现的intensity-based reduced form models，哪位高人知道这是什么模型？
In the finance literature, there are two important schools of thought for credit risk modelling,
namely the structural approach based on the asset value model originally proposed by Merton (1974)
and the intensity-based reduced form models.
In the finance literature, there are two important schools of thought for credit risk modelling,
namely the structural approach based on the asset value model originally proposed by Merton (1974)
and the intensity-based reduced form models.