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原创:Merton Model for Credit Risk
0 个回复 - 1975 次查看
a 4-page summary.
in a logical step-by-step manner, this summary note explains how BSM option pricing
model could be used to value the credit-risky firm debt, including the estimation of key risk pa ...
2015-1-23 17:13 - cash_king01 - CFA、CVA、FRM等金融考证论坛