<t>Hi,I'm (a newbie at matlab) trying to evaluate a double integral like:>> F=@(t,x)exp(-x.*t)./t.^3;but>>dblquad(F,1,inf,0,inf);results: Warning: Infinite or Not-a-Number function value encountered ans = NaNand >> int(int(F,t,1,inf),x,0,inf);??? Undefined function or variable 't'.Help is much appre...

Oh, I've never thought of that

Hello, I would be grateful if someone could send me "Wilson, Thomas C. 1997a. “Credit Portfolio Risk (I). RISK MAGAZINE," and "1997b. Credit Portfolio Risk (II). RISK MAGAZINE" papers.Thanx,

<t>Hi Guys,I would definetly recommend the 2 books you mentioned, along with the following notes Lecture notesI guess Credit Risk+ in the banking industry is not essential: it presumes a good grasp on the original model, but quite usful concerning its extensions. Having some knowledge basic knowledg...

<t>Hi 69The unit is not determined, you just choose it. The purpose of using a unit, discretization and bands is a kind of a classification of exposures or potential losses. To put it in another way, you have to reduce the codomain of the Loss variable to end up with the calculations in a sensible t...

Hi,Enclose your code

Greetings to All,Unfortunately I got stuck with the concept of weighted probability generating function. I would be grateful if someone help me out.How can the PGF be defined when the parameter of F follows a given distribution:An example would help a lot.Thanks

<t>Heard it was an interview question:You have 3 boxes (B1,B2, B3) containing biased coins:A: Ap1, Ap2B: Bp1, Bp2C: Cp1, Cp2Apj denotes the probability of head for the jth coin in box A.You pick one coin from each box and toss them. Let Xi = 1 if the coin from box i turns head, and Y1:=X1+X2, Y2:=X2...

Greetings Guys,I have found in google that M. Gordy implemented the CR+ in matlab, and the code is downloadable from his hompage, but the server seems to be out of order.If anyone has got a copy I would be grateful if he/she could send me one.Thanx

its "afghanistan", but its not the one

Still cant get through the password: FREE PLAY just dont work.

<t>Greetings to EveryoneI've just started to get involved in scorecard building in a pilot project. I run a decesion tree and a logit regression, but the regression always results in a flatline lift chart. The decision tree yield some weak rule with a lift value of 2 - 1.6 , and 15%-12% response in ...

Hi GuysCan you suggest any good book or paper on the process of scorecard building, apart from Credit scoring and its Application?Thanks in advance.

Thanks mrblueThat s what my preconception was.

<t>Greetings to AllI am trying to get aquianted with the methodology of building scorecards. Strated with Credit Scoring and its Application by L. C. Thomas. It say that building scorecard for enterprises and for private clients are quite different. Does that mean that different statistical methods ...