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 |
| DOI: | 10.32614/CRAN.package.CreditRisk |
| 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 |
| Reference manual: | CreditRisk.pdf |
| 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 |
Please use the canonical form https://CRAN.R-project.org/package=CreditRisk to link to this page.