Moody's KMV Model

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TU Delft Online Learning

TU Delft Online Learning

Күн бұрын

Пікірлер: 9
@EnsuWu
@EnsuWu 8 ай бұрын
Very helpful, thanks!
@jieqiiii
@jieqiiii 6 жыл бұрын
Thanks! Great video!
@stephanies4267
@stephanies4267 7 жыл бұрын
Thank you ! :)
@Saywhatohno
@Saywhatohno 4 жыл бұрын
how would you apply this for loans? for example mortgage or personal loans?
@bikramadityaghosh1450
@bikramadityaghosh1450 5 жыл бұрын
what empirical distribution is used in KMV? Gamma or Poison?
@katendepaul4105
@katendepaul4105 4 жыл бұрын
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
@StephanieEarnest-s8y
@StephanieEarnest-s8y 4 ай бұрын
4683 Yost Pines
@2012daffyduck
@2012daffyduck 6 жыл бұрын
What does KMV stand for?
@tudelftonlinelearning1226
@tudelftonlinelearning1226 6 жыл бұрын
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
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