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Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis [source code]

22 Jul 08:47
@arnobotha arnobotha
v1.1
dffc863
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Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis [source code] Latest
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This release contains the source code that accompanies the research article titled "Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis"

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Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis [source code]

10 Jul 14:39
@arnobotha arnobotha
v1.0
477c1c3

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Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis [source code]

This release contains the source code that accompanies the research article titled "Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis"

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