2211数理金融中等数值题medium
Forward Default Slice Between Two Dates 16
题目
A reduced-form model reports survival probabilities S(T1)=0.96 and S(T2)=0.9 with T2>T1. What conditional default probability over the interval (T1,T2], given survival to T1, is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案