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KMV

于 2021-02-17 发布 文件大小:2KB
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下载积分: 1 下载次数: 19

代码说明:

  本文件用于KMV模型的计算,包括资产价值、资产波动率、违约距离、违约概率等计算(This document is used for the calculation of KMV model, including asset value, asset volatility, default distance, default probability and so on)

文件列表:

KMV\EstAssetValue.m
KMV\KMVcompute.asv
KMV\KMVcompute.m
KMV\KMVfun.m
KMV\KMVOptSearch.m
KMV\程序运行说明.txt
KMV

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