I'm working in risk management in dealer of securities. Now, I'm working on this topic. How to measure the performance for warrant ?thank.

<t>I just know which accounting item is for being parameter for debt amount of KMV model ?in my case, all simple companies' debt amount is lower than equity value, so that I just get Probability Default = 0.It's not make sense. I need to your help on find out parameter which is fitted good at model ...

Hi everybody,In my case, I can't get all market's price of trading option when strike price is too far at out of money.How to get a implied volatility curve from incompleted data ? Which curve fitting method shall I take to apply for ?Thanks.Josh

Thanks.But, I still can't get a figure out. Pls, could you give me more detail about that ?

I'm a student. Now, I want to simulate 6m-LIBOR rate path in Monte Carlon method.So, I need to know reversion rate in interest rate model.Could anyone tell me how to calculate ?Thanks.Josh