违约相关性分析
2001-05-15分类号:F270
【部门】西安交通大学 西安交通大学
【摘要】This article gives the definition of corporate default correlation and analyzes corporate correlation according to economic theory.It analyzes the factors affecting corporate default correlation and puts forward a synthesized analysis model for corporate default correlation based on evaluating existing default correlation analyzing analysis method.
【关键词】违约 违约相关性 资产 信用等级
【基金】国家自然科学基金!79830010
【所属期刊栏目】统计研究
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