Merton model using scipy.optimize function - choose initial values of asset value and volatility

后端 未结 0 1050
天命终不由人
天命终不由人 2021-01-25 01:48

I define the equation to calculate asset value and volatility as below. In case V_equity > default_point, initial asset value is set to V_equity then it works fine and result

相关标签:
回答
  • 消灭零回复
提交回复
热议问题