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Mathimatics-Numerical algorithms
matlab
Title:
KMV
Download
Category:
Finance-Stock software system
Tags:
[Matlab]
[源码]
File Size:
195kb
Update:
2012-11-26
Downloads:
1 Times
Uploaded by:
sp_20030103
Description:
KMV method of enterprise assets and asset volatility Parameters: E: equity market capitalization D: total liabilities r: risk-free rate T: corporate debt deadline EquityTheta: stock price volatility
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KMVfun.m KMVOptSearch.m KMV模型的实证研究.pdf
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