About Anaconda Help Download Anaconda

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.

Type Size Name Uploaded Downloads Labels
conda 319.2 kB | linux-64/r-dtd-0.2.2-r43h884c59f_0.tar.bz2  1 year and 1 month ago 24 main
conda 319.7 kB | linux-64/r-dtd-0.2.2-r42h884c59f_0.tar.bz2  2 years and 7 months ago 56 main

© 2025 Anaconda, Inc. All Rights Reserved. (v4.0.7) Legal | Privacy Policy