Mertons Structural Model
Mostrando 1-1 de 1 artigos, teses e dissertações.
-
1. QUANTIFICAÇÃO DO RISCO DE CRÉDITO: UMA ABORDAGEM UTILIZANDO O MODELO ESTRUTURAL DE MERTON / QUANTIFICATION OF CREDIT RISK: AN APPROACH USING MERTONS STRUCTURAL MODEL
Measuring the fair default risk for a company, has always been a crucial task for a financial institution when it comes to granting loans, especially nowadays, with the rise in competitiveness and the reduction of the spreads. On the other hand, companies need to be analytical and must know how to determine their level of risk with the same accuracy as the f
Publicado em: 2008