1.
The Study on Measuring Default Correlation with Copula Approach;
违约相关性测度的Copula方法研究
2.
Recovery Rate and Default Correlation of Credit Risk Model;
信用风险模型的回收率与违约相关性
3.
Research on Measurement of Default Correlation Based on Copula;
基于Copula的违约相关性度量研究
4.
Study on the Default Correlation Based on Risk Neural Copula;
基于Copula风险中性校准的违约相关性研究
5.
The Study on Economic Capital Measurement of Commercial Banks Based on Default Correlation
基于违约相关性的商业银行经济资本计量研究
6.
Research on Default Correlation and Credit Risk of Enterprise Group's Members
企业集团成员企业的违约相关性与信用风险度量研究
7.
The Pricing of Credit-Linked Note with Default Correlation Based on Copula
基于Copula的有违约相关性的信用联结票据(CLN)的定价
8.
The Pricing of Defaultable Securities with Counterparty Risk
对手违约存在相关性的可违约债券的定价
9.
The Solving Model of Guaranteed Bond s Defaults Correlation Coefficients and the Effectiveness of Credit Enhancement;
担保债券违约相关系数求解模式及增信有效性
10.
Studies on the Correlation between Residential Mortgage Delinquency and Macroeconomic Factors
个贷违约率与宏观经济指标相关性研究
11.
The Comparative Study and Consideration on Fundamental Breach and the Relevant Breach s Forms of the Civil Law;
关于根本违约及其与大陆法系相关违约形态的比较研究和思考
12.
Pricing a credit loan in the case of the interest rate process being correlated with the default process;
利率与违约过程相关的信用贷款定价
13.
A Study of Measurement of PD in Commercial Banks;
商业银行违约概率测算相关问题研究
14.
On Fundamental Breach-Comparative Study on Fundamental Breach and the Related Breach Forms of Anglo-American Law System;
试论根本违约——与英美法系相关违约形态的比较研究
15.
Model for Dependent Default With Hyperbolic Attenuation Effect and the Valuation of CDS;
关于双曲衰减的违约相关模型及CDS定价
16.
A study on the system of anticipatory breach of contract-Evaluation on the ralated sipulations in the Contract Law of the PRC;
预期违约研究——兼评我国《合同法》的相关规定
17.
My Views on the "Pedictable" as a Restriction Rule in Against-contract Compensations;
关于违约赔偿的“可预见性”限制规则之我见
18.
Research on Credit Risk Models Based on the Negative Correlation Assumption between Default Probability and Recovery Rate
基于违约概率和回收率负相关假设的信用风险模型研究