问一道题：NO.PZ2016082406000088

问题如下：

KMV measures the normalized distance from default. How is this defined?

选项：

$\frac{\text{Expected assets-Weighted debt}}{\text{Volatility of assets}}$

$\frac{\text{Equity}}{\text{Volatility of equity}}$

Probability of stock price falling below a threshold

Leverage times stock price volatility

解释：

ANSWER: A

The distance-to-default measure is a standardized variable that measures how much the value of firm assets exceeds the liabilities.

C选项是不是错在stock price，改成Assets value 就对了

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小刘_品职助教 · 2020年10月19日

同学你好，

是的。

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NO.PZ2016082406000088 KMV measures the normalizestanfrom fault. How is this fine Expecteassets-WeightebtVolatility of assets\frac{\text{Expecteassets-Weightebt}}{\text{Volatility of assets}}Volatility of assetsExpecteassets-Weightebt EquityVolatility of equity\frac{\text{Equity}}{\text{Volatility of equity}}Volatility of equityEquity Probability of stoprifalling below a threshol Leverage times stoprivolatility ANSWER: A The stance-to-fault measure is a stanrzevariable thmeasures how muthe value of firm assets excee the liabilities. 为什么B不对呢，Equity不就=ASSET-BT吗，另外A里面的weightebt和普通bt有什么区别？

2021-03-10 02:34 1 · 回答

问一道题：NO.PZ2016082406000088

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