KMV MODEL-MERTON'S MODEL

Goodevening!!!Do u have a matlab code for estimate asset value and volatility in KMV MODEL???

回答(1 个)

Mario Diaco
Mario Diaco 2020-6-16

1 个投票

I think it's too late, but this is the way.

1 个评论

This is not what Andreas asked about at all. you given him a command that computes probability of default and he is asking for a ready mdae compiled code that computes the the merton-KMV model parameters required for computing the probability of default

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