i*******e
发帖数: 8 | 1 我就知道的是好像要解ode,pde方程了，至于在像CDO pricing model, copula model, credit model这些模型中用的多得是哪些方法呢，谢谢 | k****y
发帖数: 4083 | | K*****Y
发帖数: 629 | 3 Monte Carlo methods are most heavily used for studying credit derivative due
to the high dimension (correlation between name defaults). Analytical
methods like FFT (for doing convolution) are also used occasionally, but
their actual performance is not that ideal. | T*C
发帖数: 14 | 4 Everything goes, as long as it works. | h**********k
发帖数: 168 | 5 then nothing goes, since nothing works ... :-)
【在 T*C 的大作中提到】
: Everything goes, as long as it works.
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