Market Value of Assets & Asset Volatility of Merton Model

[Ali Raza Ellahi]

Dear All,

I hope you peoples are enjoying good health, David i need your help in calculating the Market Value of Assets & Asset Volatility of Merton Model Can you help me with step by step Calculation. I am tired to solve the simultaneous equations to find out (in fact i am just like a dummy). I ll very thank full to you people.

Regds/Ali

 

[mohanvenufrm]

http://rapidgator.net/file/81611923/Modeling_Default_Risk-Moodys.pdf.html

Check out this file. Section 3.1

Also:
http://rapidgator.net/file/81612769/Public_Firm_Expected_Default_Frequency_(EDF).pdf.html