ajtulloch/IntensityCreditModels ajtulloch/IntensityCreditModels

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  • Language
    Python
  • Created almost 13 years ago
  • Updated about 11 years ago
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ajtulloch/IntensityCreditModels
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ajtulloch

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Repository Details

Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.

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