Thailand's First Risk Neutral Transition Probability Matrix
Thailand's First Risk Neutral Transition Probability Matrix
Thailand's First Risk Neutral Transition Probability Matrix
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Real World TPM<br />
ก Thailand Real World TPM<br />
ก/ก TPM ก<br />
TRIS<br />
TPM<br />
S&P<br />
TPM<br />
Posterior<br />
TPM<br />
• TPM ก S& P <br />
ก TPM TRIS Rating<br />
• S&P + TRIS TPM กก<br />
• Bayes กก (M*)