Sökning: "Zero-Price Probability"
Hittade 1 uppsats innehållade orden Zero-Price Probability.
1. A Comparative Study between the KMV and the Zero-Price Probability for Default Prediction
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This master’s thesis is a comparative study between a structural model and a simulation based model for predicting default-probabilities. The structural model used is the KMV model and the simulation based is a new model called Zero-Price Probability. The main focus is on the new simulation based approach rather than the older established models. LÄS MER
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