Merton distance-to-default: Difference between revisions
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imported>Doug Williamson (Remove surplus link.) |
imported>Doug Williamson (Classify page.) |
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''Credit risk'' | ''Credit risk''. | ||
The Merton distance-to-default measure is a credit risk metric, derived from option pricing theory. | The Merton distance-to-default measure is a credit risk metric, derived from option pricing theory. | ||
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* [[Credit risk]] | * [[Credit risk]] | ||
* [[KMV]] | * [[KMV]] | ||
[[Category:Identify_and_assess_risks]] | |||
Revision as of 07:32, 29 June 2022
Credit risk.
The Merton distance-to-default measure is a credit risk metric, derived from option pricing theory.
