答案解释里说KMV是根据经验算法得出的概率怎么理解

NO.PZ2020033003000012

问题如下：

Which of the following statement about KMV and Merton models is correct ？

选项：

Both KMV and Merton model use the cumulative normal distribution to indicate the likelihood of default.

Only KMV model uses the cumulative normal distribution to indicate the likelihood of default.

Only Merton model uses the cumulative normal distribution to indicate the likelihood of default.

Neither KMV nor Merton model use the cumulative normal distribution to indicate the likelihood of default.

解释：

C is correct.

考点：KMV和Merton model 的对比。

解析：Merton 模型使用了cumulative normal distribution来估算违约概率。KMV模型使用的是一个经验算法。

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NO.PZ2020033003000012 问题如下 Whiof the following statement about KMV anMerton mols is corre？ A.Both KMV anMerton mol use the cumulative normstribution to incate the likelihooof fault. B.Only KMV mol uses the cumulative normstribution to incate the likelihooof fault. C.Only Merton mol uses the cumulative normstribution to incate the likelihooof fault. Neither KMV nor Merton mol use the cumulative normstribution to incate the likelihooof fault. C is correct.考点KMV和Merton mol 的对比。解析Merton 模型使用了cumulative normstribution来估算违约概率。KMV模型使用的是一个经验算法。老师merton mol是假设资产收益率服从正态分布推导的累计违约概率，KMV 不是通过蒙特卡洛模拟，模拟出来资产收益的分布，然后计算，推算出违约概率的吗？为什么解析里面说是模拟计算

2023-07-18 20:18 1 · 回答

NO.PZ2020033003000012 Merton 模型使用了cumulative normstribution来估算违约概率

2021-10-22 23:35 2 · 回答