cox process meaning in Chinese
考克斯钢制零件除锈和涂镀法
Examples
- Study on the cox process with variable premium
风险模型的研究 - Applying cox process to describe the process of noncompliance , the valuation issue of credit default swap is studied under the hypothesis that the market risk is correlated with credit linearly
摘要用考克斯过程来描述违约过程,在假设市场风险和信用风险线性相关的前提下,研究了信用违约互换价差的估值问题。 - Introduced several kinds of commonly used credit derivatives systematically , discussed the related questions about the credit derivatives market , and proposed several advices about how to establish the credit derivatives market in our country . considering that credit risk and market risk is well correlated , gave the pricing model of credit default swap based on the cox process
研究了几种常用信用衍生产品的结构形式以及信用衍生产品市场的相关问题,提出了建立我国信用衍生产品市场的有关建议;基于信用风险和市场风险密切相关,提出了基于cox过程的信用违约互换定价模型。