Evaluation of Credit Risk with Structural and Reduced Form Models [R package CreditRisk version 0.1.7]

CreditRisk: Evaluation of Credit Risk with Structural and Reduced Form Models

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.

Version:	0.1.7
Imports:	stats
Suggests:	testthat
Published:	2024-04-19
Author:	Alessandro Cimarelli [aut, cre], Nicolò Manca [aut]
Maintainer:	Alessandro Cimarelli <alessandro.cimarelli at icloud.com>
License:	MIT + file LICENSE
NeedsCompilation:	no
CRAN checks:	CreditRisk results

Documentation:

Reference manual:

CreditRisk.pdf

Downloads:

Package source:	CreditRisk_0.1.7.tar.gz
Windows binaries:	r-devel: CreditRisk_0.1.7.zip, r-release: CreditRisk_0.1.7.zip, r-oldrel: CreditRisk_0.1.7.zip
macOS binaries:	r-release (arm64): CreditRisk_0.1.7.tgz, r-oldrel (arm64): CreditRisk_0.1.7.tgz, r-release (x86_64): CreditRisk_0.1.7.tgz, r-oldrel (x86_64): CreditRisk_0.1.7.tgz
Old sources:	CreditRisk archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CreditRisk to link to this page.