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Jaeho

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09 May 2013 Merton Structural Credit Model (Matrixwise Solver) Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery Author: Mark Whirdy

This model is excellent! Very flexible and user-friendly. It's been very useful for calculating credit spreads of bonds with different asset values, and volatilities.

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