Modelling credit risks based on the concept of "CreditRisk+", First Boston Financial Products, 1997 and "CreditRisk+ in the Banking Industry", Gundlach & Lehrbass, Springer, 2003.
| Version: | 2.0.2 |
| Imports: | methods, MASS, utils, graphics |
| Published: | 2016-09-11 |
| Author: | Kevin Jakob, Dr. Matthias Fischer & Stefan Kolb |
| Maintainer: | Kevin Jakob <Kevin.Jakob.Research at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | crp.CSFP results |
| Reference manual: | crp.CSFP.pdf |
| Package source: | crp.CSFP_2.0.2.tar.gz |
| Windows binaries: | r-devel: crp.CSFP_2.0.2.zip, r-devel-gcc8: crp.CSFP_2.0.2.zip, r-release: crp.CSFP_2.0.2.zip, r-oldrel: crp.CSFP_2.0.2.zip |
| OS X binaries: | r-release: crp.CSFP_2.0.2.tgz, r-oldrel: crp.CSFP_2.0.2.tgz |
| Old sources: | crp.CSFP archive |
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