違約風險結構 的英文怎麼說

中文拼音 [wéiyāofēngxiǎnjiēgòu]
違約風險結構 英文
default-risk structure
  • 違 : 動詞1. （不遵照; 不依從） disobey; defy; violate 2. （離別） part; leave; be separated
  • 約 : 約動詞[口語] （用秤稱） weigh
  • 風 : Ⅰ名詞1 （空氣流動） wind 2 （風氣; 風俗） practice; atmosphere; custom 3 （景象） scene; view 4 ...
  • 險 : Ⅰ名詞1 （險惡不容易通過的地方） a place difficult of access; narrow pass; defile 2 （危險） dange...
  • 結 : 結動詞（長出果實或種子） bear （fruit）; form （seed）
  • 構 : Ⅰ動詞1 （構造; 組合） construct; form; compose 2 （結成） fabricate; make up 3 （建造; 架屋） bui...
  • 違約 : 1 （違反條約、契約） break a contract; violate a treaty 2 （失約） break one s promise; break off...
  • 風險 : risk; hazard; danger
  • 結構 : 1 （各組成部分的搭配形式） structure; composition; construction; formation; constitution; fabric;...
  1. Follow as joining the wto and developing of finance market, china ’ s financial institution will need to upgrade the ability of quantitatively measuring and managing the credit risk urgently. the author hopes that this paper ’ s research on the structural models of credit risk can give some consultation to chinese financial institution to defend and manage the credit risk. so this paper deeply reviews the method of modeling the structural model of credit risk, than does an empirical study in china based on the leland - toft models, it is a

    因此，本文對信用風險結構模型的建模方法進行了深入的考察，並將leland - toft模型應用於我國的實證研究，進行了有益的探索，本文的研究成果和創新工作主要表現在以下三個方面:第一，本文比較全面系統的闡述了merton模型， longstaff - schwartz模型和leland - toft模型三個最具代表性的信用風險結構模型的構建思路，對這三個模型的區別和特點進行了深入的考察，並給出各模型計算預期違約率的數學公式和方法。
  2. Applying structural approach to modeling default risk, the pricing of default risk zero - coupon bond and a credit spread term structure under incomplete information is developed

    摘要運用違約風險評估的結構化建模方法，在信息不完全的情形下推導了風險零息票債券的定價公式，並得到了此時信用利差的期限結構。
  3. Study on firm ' s capital structure

    基於違約風險的企業融資結構和成本
  4. Introduced several kinds of commonly used credit derivatives systematically, discussed the related questions about the credit derivatives market, and proposed several advices about how to establish the credit derivatives market in our country. considering that credit risk and market risk is well correlated, gave the pricing model of credit default swap based on the cox process

    研究了幾種常用信用衍生產品的結構形式以及信用衍生產品市場的相關問題，提出了建立我國信用衍生產品市場的有關建議;基於信用風險和市場風險密切相關，提出了基於cox過程的信用違約互換定價模型。
  5. According to the problem that the recovery rate is traditional treated as a constant or an independent stochastic variable by the classical credit risk pricing and management model, and problem that the negative correlation between the default probability and recovery rate is always neglected, this dissertation gets the exponential and logarithm regression models of default probablilty and recovery rate based on some empirical researches, and improves on several broadly applied credit risk models, such as structural hazard rate model, affine structure model, convertible bond pricing model and credit metrics model, and introduce the negative correlation between

    針對傳統的信用風險定價模型及信用風險管理模型將違約回收率看成是一個外生的常數或是一個獨立的隨機變量，而忽略回收率和違約概率之間的負相關性這一問題，本文應用相關實證研究得到了違約概率和回收率的指數和對數回歸模型，並對應用非常廣泛的結構化風險率模型、仿射結構模型、可轉換債券定價模型和creditmetrics模型進行了改進和拓展，在新模型中應用指數和對數函數引入了這兩個變量之間的負相關性。
  6. Then it combines the theory of risk management and practices of shenyang longyan space structure company " s production and operation, it finds some risks that longyan co. faces, shown as below : finance risk personnel risk risk of breaking a contact by developer material risk quality risk accident of safety risk law risk unforeknowable risk ; after that, it puts forward the purpose and methods to evaluate these risks

    通過對龍巖空間結構公司組織結構和管理模式的分析，結合公司的生產經營實踐，發現龍巖空間結構公司的生產經營過程中主要存在以下幾類風險：財務風險、人員風險、建設方違約、材料風險、加工、安裝質量風險、安全事故、分包商和材料供應商訴訟的風險、不可預見的因素。
分享友人
分享到 Line

分享到臉書