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Merton违约概率计算

Merton违约概率计算
Merton违约概率计算

公司资产当前价值公司到期债务价值无风险利率公司资产收益率的标准差

491000.050.4

501000.050.4

511000.050.4

521000.050.4

531000.050.4

541000.050.4

551000.050.4

561000.050.4

571000.050.4

581000.050.4

591000.050.4

601000.050.4

611000.050.4

621000.050.4

631000.050.4

641000.050.4

651000.050.4

661000.050.4

671000.050.4

681000.050.4

691000.050.4

701000.050.4

711000.050.4

721000.050.4

731000.050.4

741000.050.4

751000.050.4

761000.050.4

771000.050.4

781000.050.4

791000.050.4

801000.050.4

811000.050.4

821000.050.4

831000.050.4

841000.050.4

851000.050.4

861000.050.4

871000.050.4

881000.050.4

891000.050.4

901000.050.4

911000.050.4

921000.050.4

931000.050.4

941000.050.4

951000.050.4 961000.050.4 971000.050.4 981000.050.4 991000.050.4 1001000.050.4 1011000.050.4 1021000.050.4 1031000.050.4 1041000.050.4 1051000.050.4 1061000.050.4 1071000.050.4 1081000.050.4 1091000.050.4 1101000.050.4 1111000.050.4 1121000.050.4 1131000.050.4 1141000.050.4 1151000.050.4

到期时间d2违约概率N(-d2)

0.5-2.5751057240.994989527

0.5-2.5036783670.993854515

0.5-2.4336655070.9925266

0.5-2.3650122060.990985262

0.5-2.2976666670.989209616

0.5-2.2315799970.987178633

0.5-2.1667059950.98487136

0.5-2.1030009580.982267157

0.5-2.0404235030.979345919

0.5-1.9789344070.976088304

0.5-1.9184964580.972475955

0.5-1.8590743210.968491698

0.5-1.8006344140.964119739

0.5-1.7431447910.959345837

0.5-1.6865750420.954157453

0.5-1.6308961920.948543887

0.5-1.5760806150.942496387

0.5-1.5221019490.936008231

0.5-1.4689350240.929074793

0.5-1.4165557860.921693578

0.5-1.3649412350.91386424

0.5-1.3140693660.905588569

0.5-1.2639191080.896870469

0.5-1.2144702760.887715903

0.5-1.1657035180.878132831

0.5-1.1176002730.868131124

0.5-1.070142730.857722466

0.5-1.023*******.846920245

0.5-0.9770969940.835739432

0.5-0.9314765690.82419645

0.5-0.8864373110.81230904

0.5-0.84196460.800096116

0.5-0.7980443590.787577626

0.5-0.7546630310.774774403

0.5-0.711807550.761708022

0.5-0.669465320.748400652

0.5-0.6276241940.734874922

0.5-0.5862724490.721153779

0.5-0.5453987690.707260357

0.5-0.5049922280.693217853

0.5-0.4650422670.679049406

0.5-0.4255386840.664777986

0.5-0.3864716140.650426289

0.5-0.3478315140.63601664

0.5-0.3096091540.621570903

0.5-0.2717955960.607110404

0.5-0.234382190.592655858 0.5-0.1973605540.578227302 0.5-0.1607225690.563844044 0.5-0.1244603650.54952461 0.5-0.0885663120.535286709 0.5-0.0530330090.521147196 0.5-0.0178532760.507122048 0.50.0169798520.493226345 0.50.0514731390.479474253 0.50.0856331530.465879022 0.50.1194662710.45245298 0.50.1529786920.43920754 0.50.1861764370.426153201 0.50.2190653620.413299566 0.50.2516511580.400655356 0.50.2839393640.388228425 0.50.3159353640.376025785 0.50.3476444010.364053628 0.50.3790715760.352317357 0.50.4102218560.340821605 0.50.4411000770.329570274

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