| Name : R-CreditRisk
| |
| Version : 0.1.7
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.2
| Date : 2024-06-14 10:58:49
|
| Group : Development/Libraries/Other
| Source RPM : R-CreditRisk-0.1.7-lp153.2.2.src.rpm
|
| Size : 0.08 MB
| |
| Packager : (none)
| |
| Summary : 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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
