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CreditRisk+

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cheater
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Joined: June 16th, 2002, 6:59 pm

CreditRisk+

January 26th, 2006, 8:55 am

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
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creditderivative
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Joined: November 29th, 2004, 9:34 pm

CreditRisk+

January 27th, 2006, 9:27 pm

Hi!It seems to work now.Link
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kerub
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Joined: February 26th, 2003, 4:53 pm

CreditRisk+

January 28th, 2006, 6:04 am

Thanx a lot
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mrmelchi
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Joined: July 14th, 2002, 3:00 am

CreditRisk+

March 6th, 2006, 9:42 pm

If still exists anyone interesed about CreditRisk+ in MatLab,VBA and R, try the following link:CreditRisk+ by FFT
Last edited by mrmelchi on January 26th, 2009, 11:00 pm, edited 1 time in total.
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