野蛮 发表于 2025-3-30 09:13:18

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极少 发表于 2025-3-30 13:17:26

Thomas Christiaans,Matthias Rossed by Merton, we consider the sovereign’s ability-to-pay, characterised by the sum of discounted future payment surpluses, as the underlying process. Its implicit volality is inferred from market spreads. We demonstrate for the case of Latin America and Russia that our approach indicates default eve

农学 发表于 2025-3-30 19:07:25

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查看完整版本: Titlebook: Credit Risk; Measurement, Evaluat Georg Bol,Gholamreza Nakhaeizadeh,Karl-Heinz Vollm Conference proceedings 2003 Physica-Verlag Heidelberg