Distance to Default
Fit Black-Scholes Parameters
Fit Black-Scholes Parameters Over Rolling Window
Simulate Stock Price and Price of Underlying Asset
European Call Option Price and the Inverse
Compute Log-Likelihood of Merton Model
Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) <doi:10.1111/j.1540-6261.1974.tb03058.x>. The methods includes simulation and estimation of the parameters.