提出了一种用于默认恢复率模型的java算法

THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) Pub Date : 2019-08-21 DOI:10.1063/1.5121103

N. M. Yusof, Aini Hayati Anuar, Norsyaheeda Natasya Isa, Siti Hajar Mohd Mushar, M. L. Sapini

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摘要

本文提出了一种用于默认恢复率(DRR)模型的Java算法。DRR模型是对Black-Scholes-Merton模型的扩展，其重点是计算违约和违约。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A proposed java algorithm for default-recovery rate model

This paper presents a Proposed Java Algorithm for the Default-Recovery Rates (DRR) Model. The DRR Model is the extension to the Black-Scholes-Merton Model focusing on calculating the default and re...

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THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019)

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