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单词
merton model
释义
merton model
简明释义
默顿模型:一种用于评估企业违约风险的金融模型,由经济学家罗伯特·默顿提出。该模型将企业视为一个具有随机资产价值的投资组合,通过分析企业的资产和负债结构来评估其违约概率。
网络释义
短语
1
Black-Scholes-Merton Model
期权定价模型
2
the Merton Model
默顿模型
3
The Black-Scholes-Merton Model B-S-M
模型
双语例句
1
The KMV
Model
, which is based on
Merton
′s option pricing theory, is applied to get the expected default frequency and default loss of the loan.
运用基于期权定价理论的KMV模型来得到公司的预期违约率和违约损失,从而能合理地确定贷款利率。
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更新时间:2025/7/8 2:00:11