2252数理金融简单数值题short

Basket Dependence Recovery 2

题目

A two-name basket has first-to-default probability 3.10%. Name A has default probability 1.80%, and the desk's dependence model implies joint default probability 0.40%. What default probability for name B is implied?

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数值

只填写数值本身，单位 % 已固定在输入框右侧。