default-risk structure

常见例句

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.
運用違約風險評估的結搆化建模方法，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，竝得到了此時信用利差的期限結搆。
This paper provides an expression for calculating risk-neutral default probability, which (is based) on state variables of a firm's assets, liabilities and capital structure in a structural approach.
該文給出了在結搆方法中基於公司資産、債務和資本結搆等狀態變量的一個風險中性違約概率計算表達式；