问题如下图:
选项:
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解释:
请问stock price 重要是因为可以根据equity计算出公式中的assets value ?
NO.PZ2016082406000036 Among the following variables, whione is the main iver of the probability of fault in the KMV mol? Stoprices Bonprices Bonyiel Loprices ANSWER: A Stoprices are the main iver of KMV’s estimatefault frequen(E), because they ive the value of equity. These mols also use the volatility of asset values anthe value of liabilities. 红框的方法为什么此时不能用?怎么判断什么时候用哪种呢?谢谢
NO.PZ2016082406000036 Among the following variables, whione is the main iver of the probability of fault in the KMV mol? Stoprices Bonprices Bonyiel Loprices ANSWER: A Stoprices are the main iver of KMV’s estimatefault frequen(E), because they ive the value of equity. These mols also use the volatility of asset values anthe value of liabilities. 1.MC主要是针对equity做模拟再加上负债得出ASSET VALUE的模拟 2.MC是直接对ASSET VALUE做模拟 哪个是对的。。
Among the following variables, whione is the main iver of the probability of fault in the KMV mol? Stoprices Bonprices Bonyiel Loprices ANSWER: A Stoprices are the main iver of KMV’s estimatefault frequen(E), because they ive the value of equity. These mols also use the volatility of asset values anthe value of liabilities. KMV在计算ROA的时候,包括计算threhol时候应该也用到了债的价值的吧?为什么不选BonPrice呢?还是说改成bonfavalue这道题就能选了呢?
不是用的短期债和长期债么。。为啥是股价?
老师好, 我不太明白这道题,问的是KMV 里main iver of p从什么公式,什么角度看出来公司的stopri很重要呢?首先 KMV 不是经验模型吗?算出stanof fault 之后,根据统计经验找到fault probability?然后算,用的是value of asset 和 value of liability, stopri能决定value of equity 我明白,怎么能决定value of asset 和 value of liability 了?