reduced-form model

基本解釋

• [經(jīng)濟學(xué)]約化模型簡約模型

英漢例句

雙語例句

• In this paper, three models on pricing credit risk are introduced first: structual model, reduced-form model and the credit class transition model.
  本文首先介紹了三種主要的定價信用風(fēng)險的模型：結(jié)構(gòu)化模型，約減形式模型及信用等級遷移模型。
• 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.
  沿著簡化式思路，本文假定借款企業(yè)違約事件外生并服從重隨機泊松過程，建立了一個有關(guān)貸款價值比率的模型。
• 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.
  在此基礎(chǔ)上，探討了將隨機利率與信用風(fēng)險相結(jié)合的信用風(fēng)險定價模型——結(jié)構(gòu)模型和簡約模型。

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詞組短語

短語

• complete reduced -form model [經(jīng)]完全簡化型模型

• reduced-form model更多詞組

專業(yè)釋義

經(jīng)濟學(xué)

• 約化模型

  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.
  已有的對信用衍生產(chǎn)品定價的模型,如結(jié)構(gòu)模型,約化模型和建立在兩者基礎(chǔ)上的不完全信息模型以及因子模型,在本次金融危機中表現(xiàn)出弊端,這些模型并不能描述金融危機下信用衍生產(chǎn)品的價格變動情況。

• 簡約模型