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Check description for a Link to a udemy course with more Credit Risk videos. Its almost 4 hours long.
I am writing my final thesis on credit risk and merton's model, i'm studying Black and Scholes first, but thanks to this video it all clearer!
Thanks MJ, I hope we pass this exam
im basically banking on these videos for SP9. I'm a visual person and the videos help
How the Merton model can be used by private equity fund managers to estimate the default/credit risk of the target companies?
Just found your video. Very understandable and useful. Appreciate.
What would be the formula for Value(T). It is missing from the first slide and you used it to define debt(T) and Equity(T)
Can this be used to price a term structure of credit risk across a single seniority?
Excellent. Thks!
Thank you so much man!! We appreciate you!!..🙏🙏
Thank you!! Appreciate your support!!
12.25, The 'i' in front of Debt(0) disappeared. Is this correct ?
Yes, I'm skipping a bit of the intermediate maths steps to keep the video as short as possible.
@@MJtheFellowActuary Can you explain in detail your calculation to get the credit spread please ?
Hello. can i use a print screen picture of 5:00 and 12:00 to explain Merton model to my colleague?
Super clear thanks !
thank you so much! may i ask where does the formula come from at 12:20?
Nice.
First comment
Nice!
Stene🙋♂️
did anyone tell you that you are best ?
Where is the Long Term Capital now 😂😂😂 🤡🤡🤡
Check description for a Link to a udemy course with more Credit Risk videos. Its almost 4 hours long.
I am writing my final thesis on credit risk and merton's model, i'm studying Black and Scholes first, but thanks to this video it all clearer!
Thanks MJ, I hope we pass this exam
im basically banking on these videos for SP9. I'm a visual person and the videos help
How the Merton model can be used by private equity fund managers to estimate the default/credit risk of the target companies?
Just found your video. Very understandable and useful. Appreciate.
What would be the formula for Value(T). It is missing from the first slide and you used it to define debt(T) and Equity(T)
Can this be used to price a term structure of credit risk across a single seniority?
Excellent. Thks!
Thank you so much man!! We appreciate you!!..🙏🙏
Thank you!! Appreciate your support!!
12.25, The 'i' in front of Debt(0) disappeared. Is this correct ?
Yes, I'm skipping a bit of the intermediate maths steps to keep the video as short as possible.
@@MJtheFellowActuary Can you explain in detail your calculation to get the credit spread please ?
Hello. can i use a print screen picture of 5:00 and 12:00 to explain Merton model to my colleague?
Super clear thanks !
thank you so much! may i ask where does the formula come from at 12:20?
Nice.
First comment
Nice!
Stene🙋♂️
did anyone tell you that you are best ?
Where is the Long Term Capital now 😂😂😂 🤡🤡🤡