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Merton Model
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1	nekst Volume 19, fourth edition, June 2011 Black-Scholes Model in Context Interview Robert C. Merton Add to Reading List Source URL: asset-tilburg.nl Language: English - Date: 2015-04-09 05:08:50 Economy Maarten Tilburg Econometrics BlackScholes model Quantitative analyst Mathematics
2	Estimating Merton’s Model by Maximum Likelihood with Survivorship Consideration Jin-Chuan Duan, Genevi`eve Gauthier, Jean-Guy Simonato and Sophia Zaanoun∗ (OctoberAbstract Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2012-10-16 20:34:32
3	Serie Banca Central N°XV Add to Reading List Source URL: www.bcentral.cl Language: English - Date: 2011-02-02 08:26:12 Financial markets Merton Model Financial risk Subprime mortgage crisis Risk premium Credit risk Debt Valuation Credit channel Financial economics Finance Economics
4	CVaR and credit risk measurement Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-16 21:50:21 Mathematical finance Economics Finance RiskMetrics Modern portfolio theory Credit risk Expected shortfall Risk Merton Model Financial risk Actuarial science Financial economics
5	Microsoft Word - WP No.22_2009.doc Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2012-09-25 04:50:17 Estimation theory Mathematical finance Econometrics Normal distribution Linear regression Merton Model Volatility Structure Ordinary least squares Statistics Regression analysis Parametric statistics
6	The Fluctuating Default Risk of Australian Banks By D. E. Allen and R. Powell School of Accounting, Finance and Economics, Edith Cowan University Add to Reading List Source URL: www.ecu.edu.au Language: English - Date: 2013-01-21 22:44:18 Basel II Companies listed on the New York Stock Exchange Financial risk United States housing bubble Bank regulation Basel III Merton Model Bank Probability of default Financial regulation Financial economics Economics
7	Of Moody’s and Merton : a structural model of bond rating transitions Discussion of Michael Gordy and Erik Heitfield’s paper by Vichett OUNG Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Economics Markov models Markov chain Bond credit rating
8	EQUITY AND BOND MARKET SIGNALS AS LEADING INDICATORS OF BANK FRAGILITY IN EUROPE 1 Reint Gropp – Jukka Vesala – Giuseppe Vulpes EUROPEAN CENTRAL BANK Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Bonds Financial markets Risk premium Subordinated debt Bank Financial risk Merton Model High-yield debt Financial economics Economics Finance
9	A Market Based Macro Stress Test for the Corporate Credit Exposures of UK Banks - April 2005 Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Risk Merton Model Credit risk Systematic risk Stress testing Market risk Internal Ratings-Based Approach Default trap Financial risk Financial economics Economics
10	The Empirical Relationship between Average Asset Correlation, Firm Probability of Default and Asset Size Jose A. Lopez Economic Research Department Federal Reserve Bank of San Francisco Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Finance Basel II Bank regulation Mathematical finance Probability of default Exposure at default Credit risk Economic capital Merton Model Financial regulation Financial risk Financial economics