Essays about: "Kuang He"
Found 1 essay containing the words Kuang He.
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1. Expected Default Measures in the KMV model and the Market-based model
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Two credit risk models are applied to calculate the expected distance to default in a sample of 32 Chinese listed non-financial companies from 2006 to 2011.One is the KMV(Merton) model under the machinery of option pricing and other is the market based model relied on a conditional version of capital asset pricing model(CAPM). READ MORE
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