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Matlab Finance Code

Moody’s KMV Matlab Code

When looking forward at a future date, economic default occurs when the asset value drops below debt. The debt level triggering default is unclear since debt amortizes by fractions according to some schedule. KMV uses a debt value combining short-term debt at horizon plus a fraction of the long-term debt. The issue is to determine the chances that the asset value will fall below that level.
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风险管理KMV模型Matlab计算—-实例分析

风险管理KMV模型Matlab计算—-实例分析

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