Default Forecasting in KMV
In this dissertation, we present the basic ideals and structrues of the KMV in the framework of both Merton and Vasicek and Kealhofer Models, and also explain some conditions before implementing these two models. Moreover, we extend the Merton's model to a special case in KMV. We use the real d...
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| Format: | Thesis |
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University of Oxford;Mathematics
2008
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