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2013-05-23 12:21
求翻译:In Chapter 8 we will continue to discuss pricing counterparty risk but will relax the assumption of independence between exposure and default probability. This will enable us to consider the case of wrong-way risk, which is particularly important for some specific cases and the general assessment of counterparty risk f是什么意思? 待解决
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In Chapter 8 we will continue to discuss pricing counterparty risk but will relax the assumption of independence between exposure and default probability. This will enable us to consider the case of wrong-way risk, which is particularly important for some specific cases and the general assessment of counterparty risk f
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