KMV MODEL-MERTON'S MODEL
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Goodevening!!!Do u have a matlab code for estimate asset value and volatility in KMV MODEL???
Answers (1)
Mario Diaco
on 16 Jun 2020
1 vote
I think it's too late, but this is the way.
1 Comment
Ahmed Mattar
on 29 Mar 2021
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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