Bathos on Econ and Trading
Friday, November 23, 2018
CCC spread, Stochastic Credit Analysis 11/23/2018 (See prior posting for notes and some explanation)
CCC Credit using market cap volatility, solving for Distance to Default
(d2 in Black Scholes)
## [1] "RU2000PR"
## [1] "BAMLH0A3HYC"
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