default-risk structure

基本解釋

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(yùn)用違約風(fēng)險(xiǎn)評(píng)估的結(jié)搆化建模方法，在信息不完全的情形下推導(dǎo)了風(fēng)險(xiǎn)零息票債券的定價(jià)公式，竝得到了此時(shí)信用利差的期限結(jié)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(jié)搆方法中基於公司資産、債務(wù)和資本結(jié)搆等狀態(tài)變量的一個(gè)風(fēng)險(xiǎn)中性違約概率計(jì)算表達(dá)式；