Publisher review:Implied Default Probability Function is to calculate the implied default probability from the DOC model. This function is to calculate the implied default probability from the DOC model. Source: Brockman and Turtle (2003).> Default probability (%)>[1] Barrier level (%) [2] Market value of the firm's assets (%)[3] Continuously compounded riskless rate of interest (%) [4] Asset volatility (%) [5] Firm's lifespan (years) Requirements: ยท MATLAB Release: R13
Implied Default Probability Function is a Matlab script for Financial Modeling and Analysis scripts design by David Wang.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Implied Default Probability Function is to calculate the implied default probability from the DOC model.
Operating system:Windows / Linux / Mac OS / BSD / Solaris