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Description

Distance to Default.

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.
Metadata

Version

0.2.2

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
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    MMIXware
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    none
    OpenBSD
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