reduced-form model

基本解释

• [经济学]约化模型简约模型

英汉例句

双语例句

• In this paper, three models on pricing credit risk are introduced first: structual model, reduced-form model and the credit class transition model.
  本文首先介绍了三种主要的定价信用风险的模型：结构化模型，约减形式模型及信用等级迁移模型。
• Based on reduced-form approaches, this paper assumes that the default of the enterprise is exogenous and follows a doubly stochastic Poisson process, and then provides a model on loan-to-value ratios.
  沿着简化式思路，本文假定借款企业违约事件外生并服从重随机泊松过程，建立了一个有关贷款价值比率的模型。
• After that, the paper introduces two kinds of credit risk pricing models which adopt stochastic interest rate and credit risk: structural model and reduced-form model.
  在此基础上，探讨了将随机利率与信用风险相结合的信用风险定价模型——结构模型和简约模型。

• reduced-form model更多例句

词组短语

短语

• complete reduced -form model [经]完全简化型模型

• reduced-form model更多词组

专业释义

经济学

• 约化模型

  The current pricing models for credit derivatives include structural model, reduced-form model, incomplete information model and factor model. The last two are based on the two former models.
  已有的对信用衍生产品定价的模型,如结构模型,约化模型和建立在两者基础上的不完全信息模型以及因子模型,在本次金融危机中表现出弊端,这些模型并不能描述金融危机下信用衍生产品的价格变动情况。

• 简约模型