2253数理金融简单数值题short
Basket Dependence Recovery 3
题目
Two names have one-year default probabilities 1.20% and 2.50%. The desk's copula calibration implies joint default probability 0.30%. What first-to-default probability does that imply?
解题计时
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提交作答时记录，用于后续平均用时统计。
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