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Very helpful, thanks!
how would you apply this for loans? for example mortgage or personal loans?
what empirical distribution is used in KMV? Gamma or Poison?
I have an Excel sheet of Merton model but I don't know the input data i am supposed to use. Can anyone please help me
3155 Padberg Street
Thanks! Great video!
Thank you ! :)
4683 Yost Pines
What does KMV stand for?
KMV is the abbreviation for Kealhofer, McQuown and Vasicek, who were the founders of the KMV company (that was later acquired by Moody's). You can read more about the history of KMV here: www.moodysanalytics.com/about-us/history/kmv-history
Very helpful, thanks!
how would you apply this for loans? for example mortgage or personal loans?
what empirical distribution is used in KMV? Gamma or Poison?
I have an Excel sheet of Merton model but I don't know the input data i am supposed to use. Can anyone please help me
3155 Padberg Street
Thanks! Great video!
Thank you ! :)
4683 Yost Pines
What does KMV stand for?
KMV is the abbreviation for Kealhofer, McQuown and Vasicek, who were the founders of the KMV company (that was later acquired by Moody's). You can read more about the history of KMV here: www.moodysanalytics.com/about-us/history/kmv-history