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  3. Economics

default probabilities

16:18 Apr 17, 2017
This question was closed without grading. Reason: Answer found elsewhere

English to Romanian translations [PRO]
Economics
English term or phrase: default probabilities
By consistency, we mean that the model has to match the marginal ***default probabilities*** of the underlyings, i.e.,...

To satisfy this constraint in practice, we usually require a stronger condition: the conditional ***default probability*** of a single name is non-decreasing over time, i.e.,...

To guarantee the no arbitrage property, Andersen [1] employed a discrete version of the first hitting time model to construct the conditional ***default probabilities***. More specifically, he connected the ***default*** time τk and the latent random variables by


Am tradus --probabilitate de neplată-- insa nu sunt sigura ca e ceea ce trebuie.
Oare sa fie vorba --probabilitate implicita--?
danieline
Local time: 10:01


Summary of answers provided
4probabilitate de intrare in incapacitate de plata/ insolventa
Carmen Lapadat


  

Answers


3 hrs   confidence: Answerer confidence 4/5Answerer confidence 4/5
probabilitate de intrare in incapacitate de plata/ insolventa


Explanation:
....

Carmen Lapadat
Romania
Local time: 10:01
Native speaker of: Native in RomanianRomanian
PRO pts in category: 4
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