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- W566650150 abstract "i Acknowledgments ii Introduction 1 1.1 Background 1 1.2 Objective and outline 5 Theoretical framework 7 2.1 The Merton model 7 Data 11 3.1 Fundamental data 11 3.2 Bond 13 3.3 Interest rate 14 Methodology 15 4.1 Software 15 4.2 Balance sheet 15 4.2.1 Balance sheet Theoretical 16 4.2.2 Balance sheetReal data 18 4.3 Interest Rate 20 4.4 Applied Merton model 21 Results 22 5.1 Volatility 22 5.2 Default probability 24 Conclusion and Discussion 26 Bibliography 27 Appendix 29 A Stochastic analysis and pricing theory 29 B Interpolated risk free rate 34 C Balance sheet 35 C1 Asset 35 C2 Equity 36 D Bond PriceLast price 37 E Historical market capitalization 38" @default.
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- W566650150 date "2014-06-09" @default.
- W566650150 modified "2023-09-26" @default.
- W566650150 title "A study in the effectiveness of predicting default using the Merton model during financial distress" @default.
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