3 ms·
The risk of default, as estimated by the market, can be calculated[1] from the Tesla bond prices[2]. With the numbers I punched in, I'm getting 2.9% chance of d
by wcoenen 8y ago
The risk of default, as estimated by the market, can be calculated[1] from the Tesla bond prices[2]. With the numbers I punched in, I'm getting 2.9% chance of default per coupon period (6 months).
[1] http://www.quantwolf.com/calculators/bonddefaultcalc.html http://www.quantwolf.com/calculators/bonddefaultcalc.html
[2] https://markets.businessinsider.com/bonds/tesla_incdl-notes_201717-25_regs-bond-2025-usu8810laa18 https://markets.businessinsider.com/bonds/tesla_incdl-notes_...