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Default Correlations in the Merton Model

✍ Scribed by Erlenmaier, U.; Gersbach, H.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Forecasting Default with the Merton Dist

✍ Bharath, Sreedhar T. (author);Shumway, Tyler (author) 📂 Article 📅 2008 🏛 Oxford University Press 🌐 English ⚖ 210 KB

Forecasting Default with the Merton Dist

✍ Bharath, Sreedhar T. (author);Shumway, Tyler (author) 📂 Article 📅 2008 🏛 Oxford University Press 🌐 English ⚖ 210 KB

CORRELATED DEFAULTS IN INTENSITY-BASED M

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Corporate valuations and the Merton mode

✍ Gheno, Andrea 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 118 KB

Firm Defaults and the Correlation Effect

✍ Hans Gersbach; Alexander Lipponer 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 192 KB