Essays about: "Jie Duan"

Found 1 essay containing the words Jie Duan.

  1. 1. Assessing the default risk of Chinese public companies in the energy industry with the KMV model

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jie Duan; Shubiao Ren; [2011]
    Keywords : distance-to-default ; The KMV model; Merton; the share structure reform; credit risk; ST stock; Business and Economics;

    Abstract : The structural approach to credit risk modeling has gained a growing attention in both the academics and in the industry. In this dissertation, we outline the basic ideas and structures of the KMV (Merton) model and also explain some related issues before implementing this model. READ MORE