Question: Which of the following statements are true? a. The KMV model derives from the Merton's one. b. Merton's model derives from the KMV one. c.

Which of the following statements are true?

a. The KMV model derives from the Merton's one.

b. Merton's model derives from the KMV one.

c. The EDF and the DD are two fundamental quantities in the KMV model.

d. KMV model has been the most used model for credit risk in the 80's.

e. The KMV model is a structural model of default.

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