Method for servicing after predicting the dishonored probability of enterprise by using option pricing theory

摘要

PURPOSE: A method and a service for inference of the failure to honor of company using option price decision theory are provided to provide the probability of the failure to honor of a company to client using stock price and the financial statements. CONSTITUTION: A client connects the failure to honor probability estimation server(300), the client is authenticated. If the client is the member of the service, the client(200) requests the probability of the specific company. If not, the client registers the service. The server infer the probability using the stored data from company profile DB, financial statement DB, stock price DB, previous failure to honor DB and result information DB. To get the probability, the system calculate Default Point and Distance to Default. After calculation, the server provides the probability to the client.