英汉双语例句-生物医药大词典

With a nonparametric method one can not only derive a copula from market data and compute fair spread for the CDO tranche by Monte Carlo approach,but also avoid the pricing mistake caused by the estimation error of Pearson correlation.

中文意思：
对CDO定价要求模型化违约相关关系,普遍使用的方法是指定一个Copula函数来描述这种相关关系,然后使用市场数据来估计其中的参数。这种参数分析法方法不可避免的会导致巨大的模型风险。

以下为相关句子列表(点击查看，可以看对应的解释）：

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