r-CreditRisk

Description

Evaluation of Credit Risk with Structural and Reduced Form Models.

Description

Evaluation of default probability of sovereign and corporate entities based on structural or intensity based models and calibration on market Credit Default Swap quotes. References: Damiano Brigo, Massimo Morini, Andrea Pallavicini (2013) <doi:10.1002/9781118818589>. Print ISBN: 9780470748466, Online ISBN: 9781118818589. © 2013 John Wiley & Sons Ltd.

Metadata

Version

0.1.7

License

Unknown

Platforms (77)

Darwin

FreeBSD

Genode

GHCJS

Linux

MMIXware

NetBSD

none

OpenBSD

Redox

Solaris

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Windows

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aarch64-darwin
aarch64-freebsd
aarch64-genode
aarch64-linux
aarch64-netbsd
aarch64-none
aarch64-windows
aarch64_be-none
arm-none
armv5tel-linux
armv6l-linux
armv6l-netbsd
armv6l-none
armv7a-darwin
armv7a-linux
armv7a-netbsd
armv7l-linux
armv7l-netbsd
avr-none
i686-cygwin
i686-darwin
i686-freebsd
i686-genode
i686-linux
i686-netbsd
i686-none
i686-openbsd
i686-windows
javascript-ghcjs
loongarch64-linux
m68k-linux
m68k-netbsd
m68k-none
microblaze-linux
microblaze-none
microblazeel-linux
microblazeel-none
mips-linux
mips-none
mips64-linux
mips64-none
mips64el-linux
mipsel-linux
mipsel-netbsd
mmix-mmixware
msp430-none
or1k-none
powerpc-netbsd
powerpc-none
powerpc64-linux
powerpc64le-linux
powerpcle-none
riscv32-linux
riscv32-netbsd
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riscv64-linux
riscv64-netbsd
riscv64-none
rx-none
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s390x-none
vc4-none
wasm32-wasi
wasm64-wasi
x86_64-cygwin
x86_64-darwin
x86_64-freebsd
x86_64-genode
x86_64-linux
x86_64-netbsd
x86_64-none
x86_64-openbsd
x86_64-redox
x86_64-solaris
x86_64-windows

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Source

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Platforms77 (77)

Platforms (77)