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Structural Credit Risk Modeling: Merton and Beyond
modern option pricing theory in corporate debt valuation. Merton model was the first structural model ... structural models not only facilitate security valuation, but also address the choice of financial structure ...- Authors: YU WANG
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods