![]() updated 3 months ago |
Merton Structural Credit Model (Matrixwise Solver) Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery |
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![]() updated 1 year ago |
This file bootstraps hazard rates from a series of 1/3/5/7/10-year par spreads. |
0 Comments 8 Downloads (30 Days) |