搜索结果: 1-1 共查到“投资理论 credit assets”相关记录1条 . 查询时间(0.204 秒)
Recovery Rates in investment-grade pools of credit assets: A large deviations analysis
Recovery Rates investment-grade pools credit assets
2010/10/20
We consider the effect of recovery rates on a pool of credit assets. We allow the recovery rate to depend on the defaults in a general way. Using the theory of large deviations, we study the structure...