Code covered by the BSD License
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Rate this file 29 Downloads (last 30 days) File Size: 8.25 KB File ID: #34529 Version: 1.1
KMV Credit Risk Model - Probability of Default - Default Risk
10 Jan 2012 (Updated 25 Jun 2012)
Calculate probability of default based on Moody’s KMV. firms equity follows European call optition