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: | 1.2.1 |
| Depends: | methods |
| Published: | 2013-05-08 |
| Author: | Kevin Jakob, Dr. Matthias Fischer & Stefan Kolb |
| Maintainer: | Kevin Jakob <Kevin_Jakob at t-online.de> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | crp.CSFP results |
| Package source: | crp.CSFP_1.2.1.tar.gz |
| MacOS X binary: | crp.CSFP_1.2.1.tgz |
| Windows binary: | crp.CSFP_1.2.1.zip |
| Reference manual: | crp.CSFP.pdf |
| Old sources: | crp.CSFP archive |