Predicting default risk of firms using iterated merton's model with a maple programming / Farah Wahida Mohd Isa, Nursafiqah Mazlan and Siti Nadiah Khalil

• Main Authors: Mohd Isa, Farah Wahida, Mazlan, Nursafiqah, Khalil, Siti Nadiah
• Format: Student Project
• Language: English
• Published: 2018
• Subjects: Mathematical statistics. Probabilities; Data processing; Analytical methods used in the solution of physical problems
• Online Access: https://ir.uitm.edu.my/id/eprint/49502/1/49502.pdf; https://ir.uitm.edu.my/id/eprint/49502/

Our research referred to a few studies that conducted about how to estimate probability of default risk using Merton Model by applying iteration method. Based on our intensive reading, we found that Merton model are able to predict probability of default accurately by using iteration method. Our obj...