Comparative Research of Credit Risk Modeling and their Recent Advances

摘要：

As the development of financial market and maturity of derivatives’s pricing theories, different connotations of credit risk come into being, and many classical credit risk models come up. This paper makes a comparative analysis of current credit risk models and summarizes some of the recent advances in credit risk modeling.

关键词： Riskmanagement Creditrisk Defaultrisk

作者: Bai Pengfei Li Jinlin Zou Qingzhong

作者单位: School of Management andEconomics,Beijing Institute of TechnologyBeijing, china School of Management andEconomicsBeijing Institute of TechnologyBeijing, china School of Management and Economics Beijing Institute of Technology Beijing, china

会议类型: 国际会议

会议名称: 2011 International Conference on Business Management and Electronic Information(2011商业管理与电子信息国际学术会议 BMEI2011)

会议地点: 广州

会议语种:英文

页码: 1-5

在线出版日期: 2011-05-13（万方平台首次上网日期，不代表论文的发表时间）