2251数理金融简单数值题short
Basket Dependence Recovery 1
题目
Two names have one-year default probabilities 2.00% and 3.00%. A desk prices a two-name first-to-default basket using a horizon first-to-default probability of 4.40%. What joint default probability over the horizon 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