Gross profit percentage and Merton distance-to-default: Difference between pages
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''Credit risk''. | |||
The Merton distance-to-default measure is a credit risk metric, derived from option pricing theory. | |||
== See also == | |||
* [[Black Scholes option pricing model]] | |||
* [[Credit risk]] | |||
* [[KMV]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category: |
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.