信用风险模型[37p].pdfVIP

Modeling Default Risk Modeling Default Risk COPYRIGHT ? 1997-2001 KMV LLC, SAN FRANCISCO, CALIFORNIA, USA. All rights reserved. KMV LLC retains all trade secret, copyright and other proprietary rights in this document. Except for individual use, this document should not be copied without the express written permission of the owner. Portfolio Manager?, Portfolio Preprocessor?, GCorr?,