Credit Risk DtD Model
  • Description
  • Discussion
  • Reviews

This is an example of implementation Dual time Dynamic (DtD) Model in R for credit risk management.

All packages and dataset needed for running examples in the notebook are provided in this package.

To review the notebook:

There are no comments yet
There are no reviews yet
0.00/5 (0)
Version: 1.0
Category: Finance and Economics
Published: March 01, 2017
Author: marami52
Publisher: marami52
License: BSD-3 clause
Try R-Brain for Free

R-Brain is a powerful data science platform, where you can build sophisticated models, collaborate with others, learn and experiment. Try for free, no credit card required.
Try for Free