Search results with tag "Distance to default"

Distance-to-Default (According to KMV model) - LU

Contents & Goal 1-1 Goal: Calculation of Distance-to-Default according to KMV model (Kealhofer Merton Vasicek model) The aim: European companies, both non-/defaulted, both

  Model, Distance, Default, According, Distance to default, According to kmv model, Distance to default according to kmv model