2322数理金融中等数值题medium
Unilateral CVA Recovery 2
题目
A desk uses CVA = LGD * DF * EE * PD for a one-period approximation. If LGD = 0.55, DF = 0.95, EE = 1.4, and CVA = 0.01463, what default probability PD 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
题目
A desk uses CVA = LGD * DF * EE * PD for a one-period approximation. If LGD = 0.55, DF = 0.95, EE = 1.4, and CVA = 0.01463, what default probability PD 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