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r/r-crp.csfp

r-crp.csfp

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Modelling credit risks based on the concept of "CreditRisk+", First Boston Financial Products, 1997 and "CreditRisk+ in the Banking Industry", Gundlach & Lehrbass, Springer, 2003.

Installation

To install this package, run one of the following:

Conda
$conda install r::r-crp.csfp

Usage Tracking

2.0.2
1 / 8 versions selected
Downloads (Last 6 months): 0

About

Summary

Modelling credit risks based on the concept of "CreditRisk+", First Boston Financial Products, 1997 and "CreditRisk+ in the Banking Industry", Gundlach & Lehrbass, Springer, 2003.

Last Updated

Sep 6, 2019 at 11:53

License

GPL-2

Total Downloads

190

Supported Platforms

noarch

Home

https://CRAN.R-project.org/package=crp.CSFP