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    Transforming Altman's Z score to PD

    Hi David, Could you please walk me through how to transform Altman Z score of say 1.10 to Probability of Default ei between 0-1 number using Logit and Probit. Thank for your help.
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    EigenValues

    David, Do you have screencast on EigenValues that i probably missed? Please let me know. Its possible to do one these days if you don't have one. Thanks.
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    Contractually promised gross rate of return on a loan

    David, when computing a marginal default probability using the term structure approach, we use expected return on a corporate bond and a treasury (risk-free) security. If the company has no Bond but its debts are loans, how is this approach use? can one use the same fomular? Are there any...
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    Drawback of GARCH

    We like an XLS example of max likelihood . Can you post them up for display
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