六姑娘 · 2021年10月22日
NO.PZ2020033003000011
问题如下：
Which of the following is not the assumption of the Merton model？
选项：
A.the risk-free rate changes linearly with the value of the firm.
B.The debt default could happen only on the date of the bond’s maturity. C.
It assumes the firm has a simple capital structure: only one debt (zero- coupon bond) and only common shares.
D.Adjustment for liquidity is not required.
解释：
A is correct.
考点：Merton model的假设。
解析：Merton model对无风险利率的假设是保持不变。
这个莫顿模型的假设，基础班的讲义有吗，感觉没找到
NO.PZ2020033003000011 问题如下 Whiof the following is not the assumption of the Merton mol？ the risk-free rate changes linearly with the value of the firm. B.The fault coulhappen only on the te of the bons maturity. C.It assumes the firm ha simple capitstructure: only one (zero- coupon bon anonly common shares. Austment for liquity is not require A is correct.考点Merton mol的假设。解析Merton mol对无风险利率的假设是保持不变。 如题
NO.PZ2020033003000011 问题如下 Whiof the following is not the assumption of the Merton mol？ the risk-free rate changes linearly with the value of the firm. B.The fault coulhappen only on the te of the bons maturity. C.It assumes the firm ha simple capitstructure: only one (zero- coupon bon anonly common shares. Austment for liquity is not require A is correct.考点Merton mol的假设。解析Merton mol对无风险利率的假设是保持不变。 C中后半段在哪？only common shares
