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structural-credit-model

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JackyJiang08 / market-based-credit-rating

Market-based KMV/Merton credit-rating pipeline for public companies: EM asset estimation, PIT/TTC probability of default, and S&P-equivalent ratings.

python quantitative-finance kmv credit-risk yfinance probability-of-default merton-model structural-credit-model

Updated Jul 16, 2026
Python

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