搜索结果: 1-1 共查到“理论经济学 Random Liabilities”相关记录1条 . 查询时间(0.066 秒)
A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk
A Loan Portfolio Model Random Liabilities Systemic Jump Risk
2010/10/20
We extend the Vasi\v{c}ek loan portfolio model to a setting where liabilities fluctuate randomly and asset values may be subject to systemic jump risk. We derive the probability distribution of the pe...