Merton违约概率计算
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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