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updated 2 years ago

KMV Credit Risk Model - Probability of Default - Default Risk by Haidar Haidar

Calculate probability of default based on Moody’s KMV. firms equity follows European call optition (risk, probability of defaul..., merton method)

KMV_MODEL.m

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updated almost 5 years ago

Newton Raphson method for Transcendental equations by Chandan

Evaluates the root of transcendental equation using Newton Raphson Method. (mathematics, newton raphson method, transcendental equati...)

NR_Transcendental()

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