NO.PZ2020033002000091
问题如下：
Which of the following credit risk model(s) use(s) the option-theoretic approach for modeling correlation between the credit-risky assets?
I. CreditRisk+
II. CreditMetrics
III. KMV for public firms
选项：
A.
I & II
B.
I & III
C.
II & III
D.
III only.
解释：
D is correct.
考点：KMV
解析：
KMV estimates default probabilities using the Merton approach based on the company’s stock price.
如题 credit risk+是什么
