KMV模型用来计算违约率和违约距离,已知违约率求市场波动率
资源文件列表
KMV_Relize/1995-2015.xlsx , 9139
KMV_Relize/answer_01.xlsx , 9142
KMV_Relize/DD_P_calculate.m , 203
KMV_Relize/main.m , 942
KMV_Relize/VolatilityCalculate.m , 435
2021-5-5
KMV模型用来计算违约率和违约距离,已知违约率求市场波动率
KMV_Relize/1995-2015.xlsx , 9139
KMV_Relize/answer_01.xlsx , 9142
KMV_Relize/DD_P_calculate.m , 203
KMV_Relize/main.m , 942
KMV_Relize/VolatilityCalculate.m , 435