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Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework [source code]

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@arnobotha arnobotha released this 20 Feb 10:55
v1.1b
f56d062

This release contains the source code that accompanies the research article titled "Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework"This release contains the source code that accompanies the research article titled "Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework"

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Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework [source code]

Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework [source code]

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@arnobotha arnobotha released this 17 Feb 12:26
v1.0
f410091
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This release contains the source code that accompanies the research article titled "Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework"

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