问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
连续的PD不是default intensity法的结果吗？为什么KMV也是？为什么3个model都假设int rate、credit spreads不变呢？
NO.PZ2016082406000092 Whiof the following statements correctly applies to the KMV mol, CretMetrics, anCretRisk+ together? In their originimplementations these mols not take into account changes in interest rates or cret sprea. All three mols allow for changes in fault probability only when ratings change, rather thcontinuously. It is impossible to compute a Vmeasure using these mols. Cret migrations from one ratings class to another are ignorethese mols. ANSWER: A None of the mols take into account changes in risk-free rates nor sprea, so answer A is correct. Answer is incorrect, because the KMV mol bases estimates of Pon the stoprice, whimoves continuously. Answer C is incorrect, because the main purpose of all of these mols is to estimate cret Vmeasures. Answer is incorrect, for example, because CretMetriis baseon cret ratings. a是不是把change删掉就对了呀
NO.PZ2016082406000092 Whiof the following statements correctly applies to the KMV mol, CretMetrics, anCretRisk+ together? In their originimplementations these mols not take into account changes in interest rates or cret sprea. All three mols allow for changes in fault probability only when ratings change, rather thcontinuously. It is impossible to compute a Vmeasure using these mols. Cret migrations from one ratings class to another are ignorethese mols. ANSWER: A None of the mols take into account changes in risk-free rates nor sprea, so answer A is correct. Answer is incorrect, because the KMV mol bases estimates of Pon the stoprice, whimoves continuously. Answer C is incorrect, because the main purpose of all of these mols is to estimate cret Vmeasures. Answer is incorrect, for example, because CretMetriis baseon cret ratings. In their originimplementations these mols not take into account changes in interest rates or cret sprea.为什么A对呢？cretmetrics考虑了yielcurve啊，不久说明考虑了rate 的变化吗
Whiof the following statements correctly applies to the KMV mol, CretMetrics, anCretRisk+ together? In their originimplementations these mols not take into account changes in interest rates or cret sprea. All three mols allow for changes in fault probability only when ratings change, rather thcontinuously. It is impossible to compute a Vmeasure using these mols. Cret migrations from one ratings class to another are ignorethese mols. ANSWER: A None of the mols take into account changes in risk-free rates nor sprea, so answer A is correct. Answer is incorrect, because the KMV mol bases estimates of Pon the stoprice, whimoves continuously. Answer C is incorrect, because the main purpose of all of these mols is to estimate cret Vmeasures. Answer is incorrect, for example, because CretMetriis baseon cret ratings. C是不是错在C+模型不能算Var
