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Merton Structural Credit Model (Matrixwise Solver)

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Merton Structural Credit Model (Matrixwise Solver)

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04 Jan 2013 (Updated )

Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery

calcMertonModel(E_t,sig_E,K,t,T,r)

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