transition frequency matrix 中文意思是什麼
transition frequency matrix
解釋
轉移頻率矩陣- transition : n 轉變，演變，變遷，變化；飛越；過渡期；【音樂】變調，轉調；【修辭學】語次轉變；【語法】轉換；【...
- frequency : n. 1. 屢次，頻仍，頻繁。2. （脈搏等的）次數，出現率；頻度；【物理學】頻率，周率。
- matrix : n （pl matrices 或matrixes）1 【解剖學】子宮；母體；發源地，策源地，搖籃；【生物學】襯質細胞；間...
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In light of market risk, there are sensitivity measurement method and volatility measurement method as well as the concepts about risk measurement, such as variance, duration, 3 - coefficient, 5 - coefficient and value at risk. and in light of credit risk, there are accounting - based ratio measurement method and volatility - based measurement method, as well as the related concepts, such as credit rating, z - score, transition matrix, expected default frequency
其中，針對市場風險度量的方法包括靈敏度測量風險方法和波動性測量風險方法，與之相關的風險度量概念有方差、持續期、系數、類系數和在險價值；針對信用風險度量的方法包括基於財務比率的風險測量方法和基於波動性的風險測量方法，與之相關的風險度量概念有信用評級、 z分數、轉換矩陣、違約頻率。
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