CreditMetrics模型中转移概率和风险价值的计算
汪文渊;谢潇衡;何幼桦
Computation for Transition Matrix and VaR in CreditMetrics Model
WANG Wen-yuan;XIE Xiao-heng;HE You-hua
上海大学学报(自然科学版) . 2008, (2): 142 -147 .