搜索结果: 1-4 共查到“经济学 risk analysis”相关记录4条 . 查询时间(0.093 秒)
A Coupled Markov Chain approach to risk analysis of credit default swap index products
Coupled Markov Chain risk analysis credit default swap index products
font style='font-size:12px;'>
2010/11/3
We apply a Coupled Markov Chain approach to model rating transitions and thereby default probabilities of companies. We estimate parameters by applying a maximum likeli-hood estimation using a large s...
Macrostate Parameter, an Econophysics Approach for the Risk Analysis of the Stock Exchange Market Transactions
econophysics stock-exchange markets financial risk informatinal fascicle
font style='font-size:12px;'>
2010/11/1
In this paper we attempt to introduce an econophysics approach to evaluate some aspects of
the risks in financial markets. For this purpose, the thermodynamical methods and
statistical physics resul...
The risk-analysis of the banking sector in China
font style='font-size:12px;'>
2008/1/14
}Recently some press reports about the insolvency and the debt-repayment of the GITIC have attracted growing international interest in the problems of the Chinese banking sector: What happened in Chin...
Automatic on-line risk analysis of suspicious transactions
risk analysis expert systems composit system
font style='font-size:12px;'>
2014/3/20
Portion of the electronically processed agendas and transactions of all kinds constantly increases and also the volume and importance of the processed agendas grows. Therefore, the need for supervisio...