结果:找到“merton model”相关内容6个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Merton结构距离违约模型 in R + Excel:Merton model,信用风险模型,金融工程模型
5 个回复 - 1852 次查看 Merton结构距离违约模型 in R + Excel:Merton model,信用风险模型,金融工程模型1. 视频讲解 2. 模型代码 3. 案例数据 Merton结构距离违约模型 in R + Excel:Merton model,信用风险模型,金融工程模型1. 视频 ...2020-10-20 16:07 - Fu-pear - 现金交易版
Options — 45 Years since the Publication of the Black–Scholes–Merton Model
1 个回复 - 400 次查看 Options — 45 Years since the Publication of the Black–Scholes–Merton Model English | 2023 | ISBN: ‎ 9811255865 | 554 pages | True PDF[/backcolor] [/backcolor] [/backcolor]2023-2-5 09:24 - zhangke0987 - 经管书评
【独家发布】The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economi
3 个回复 - 1066 次查看 The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economies Author(s): David M. Kreps Series: Econometric Society Monograph Publisher: Cambridge University Press, Year: 2019 ISBN: ...2019-12-15 19:04 - hhasoka - Forum
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
使用VBA给欧式期权定价,采用Merton's (1976) jump- di usion model
3 个回复 - 2004 次查看 有一个VBA project想要求助大家~ 要求是 Pricing European options by means of the closed-form of Merton's (1976) jump-di usion model and by Monte Carlo methodology whereas the underlying stock price dy ...2014-11-8 18:04 - hfghjkhfghjk - 悬赏大厅
Forecasting Default with the KMV-Merton Model
2 个回复 - 2844 次查看 Forecasting Default with the KMV-Merton Model2010-12-23 07:38 - rendajingjibbs - 金融学(理论版)