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.

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Version

0.1.7

License

Unknown

Platforms (75)

Darwin

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Linux

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NetBSD

none

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aarch64-darwin
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aarch64-none
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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
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i686-linux
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i686-none
i686-openbsd
i686-windows
javascript-ghcjs
loongarch64-linux
m68k-linux
m68k-netbsd
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microblaze-linux
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microblazeel-none
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Platforms75 (75)

Platforms (75)