搜索结果: 1-4 共查到“理论经济学 Risk Analysis”相关记录4条 . 查询时间(0.194 秒)
A Coupled Markov Chain approach to risk analysis of credit default swap index products
Coupled Markov Chain risk analysis credit default swap index products
2010/11/3
We apply a Coupled Markov Chain approach to model rating transitions and thereby default probabilities of companies. We estimate parameters by applying a maximum likeli-hood estimation using a large s...
Macrostate Parameter, an Econophysics Approach for the Risk Analysis of the Stock Exchange Market Transactions
econophysics stock-exchange markets financial risk informatinal fascicle
2010/11/1
In this paper we attempt to introduce an econophysics approach to evaluate some aspects of
the risks in financial markets. For this purpose, the thermodynamical methods and
statistical physics resul...
}Recently some press reports about the insolvency and the debt-repayment of the GITIC have attracted growing international interest in the problems of the Chinese banking sector: What happened in Chin...
Automatic on-line risk analysis of suspicious transactions
risk analysis expert systems composit system
2014/3/20
Portion of the electronically processed agendas and transactions of all kinds constantly increases and also the volume and importance of the processed agendas grows. Therefore, the need for supervisio...