NO.PZ2020033002000036
问题如下:
In the KMV model, which of the following is the main driver of corporate bond default probability?
选项:
A.Stock prices
B.Risk free rate
C.Stock price volatility D.Bond yield volatility解释:
A is correct.
考点:The KMV Approach
解析:KMV模型中,股票价格、资产波动率还有负债的价值都是驱动违约概率的参数。
这个考点对应基础班讲义哪个知识点呢?