Precision pricing credit derivatives is its one of preconditions of exertion of efficiency of financial . pricing credit derivatives must at first choose the measure model of credit loss , default model of credit event , the model of rate of recovery payments and the uncertainty of mean of default rate . second , it is critic to choose one of structural model , intensity model and hybrid model for pricing credit derivatives 合理定价信用衍生品是其发挥金融效率的前提之一,定价信用衍生品必须首先考虑信用损失的计量范式、信用事件的违约范式、残值率的模型化方式和违约率均值的不确定性等方面;其次,还要确定具体的定价模型方式:结构化模型、强度模型或"杂合方式" 。
信用: trustworthiness; credit损失: lose备用损失: stand-by loss效用损失率: percentage of utility loss百分数效用损失: percentage utility loss船舶丧失使用损失: loss of use of the vessel润滑脂, 凝胶收缩作用损失: bleeding losses of greases润滑脂凝胶收缩作用损失: bleeding loss of grease润滑脂凝胶缩作用损失: bleeding losses of greases互作用损耗: interaction loss使用损耗: service wear吞噬作用损害: impaired phagocytosis信用: 1.(信任) trustworthiness; credit 讲信用 keep one's word; 失去信用 lose one's credit; 守信用 keep a promise; 依靠 ...的信用 on the faith of; 他的信用好。 his credit is good.2.[经] credit; 信用报告 credit report; 信用额度 line of credit; 信用风险 credit risks; 信用合同 credit contract; 信用合作社 credit cooperative; 信用汇票 credit bill; 信用交易 transaction with credit; 信用卡 credit cards; letter of credit; commercial letter of credit; 信用投资 fiduciary contribution; 信用危机 credit crisis 信用债券 debenture bonds损失: 1.(失去) lose 损失金钱 lose one's money; 你是不是因此受到损失呢? did you lose by it? 军队损失惨重。 the army lost heavily. 损失三架飞机。 three planes were lost.2.(失去的东西) loss; wastage 赔偿某人损失 recoup sb. for his loss; 不可弥补的损失 an irreparable loss; 痛惜这一巨大损失 lament this great loss; 对财政损失提供保险 offer indemnity against financial loss; 交易损失 trade loss; 连续损失 successive losses; 意外损失 uninsured loss; 运费损失 loss of freight; 战斗中遭到重大损失 suffer heavy losses in war; 我的损失很大。 my losses have been very great. 健康的丧失比财富的损失更为重要。 loss of health is more serious than loss of wealth. 他的逝世是国家的重大损失。 his death is a great loss to his country. 法院判给他损失赔偿费。 he was awarded his damage by the court.; 损失报告书 loss report; 损失补偿保险 indemnity insurance; 损失程度 extent of damage; degree of damage; 损失处理 settlement of loss; 损失分摊 loss apportionment; 损失检验 damage survey; 损失理算 adjustment of loss; 损失率 loss rate;percentage loss; 损失明细表 loss bordereaux; 损失清单 claim statement; 损失区分 separation of losses; 损失审查 damage survey; 损失时间 lost time; 损失损坏证明书 certificate of loss or damage; 损失所负责任 liability for loss; 损失调查 damage survey; 损失通知书 notice of loss; 损失系数 loss coefficient; 损失限额分保 stop loss reinsurance; 损失限额再分保 stop loss reinsurance工作磨损 使用损耗 使用性磨损: servicewear意外事故用损害赔偿: a&i accident and indemnity信用贷款,信用: credit信用卡;信用证: credit信用证;信用状: letter of credit信用状;信用证: letter credit (l/c)胞吞(信用): endocytosis不信用: distrust反信用: contra credit; contra-credit负信用: negative credit讲信用: keone's word