1個(gè)回答
Galina助教
2018-07-30 17:57
該回答已被題主采納
求PD的話(huà),首先計(jì)算credit spread。題目中給的2%的spread是包含credit spread和non credit spread的。所以不能直接用2%/60%
該回答已被題主采納求PD的話(huà),首先計(jì)算credit spread。題目中給的2%的spread是包含credit spread和non credit spread的。所以不能直接用2%/60%