搜索结果: 1-1 共查到“理论经济学 Coupled Markov Chain”相关记录1条 . 查询时间(0.078 秒)
A Coupled Markov Chain approach to risk analysis of credit default swap index products
Coupled Markov Chain risk analysis credit default swap index products
2010/11/3
We apply a Coupled Markov Chain approach to model rating transitions and thereby default probabilities of companies. We estimate parameters by applying a maximum likeli-hood estimation using a large s...