[R-SIG-Finance] Questions related to R-Credit Risk

clangkamp christian.langkamp at gmxpro.de
Sun Dec 11 15:41:47 CET 2011


Dear Mr. Radtke,
So now - 2 years later than the original thread - how far have your
developments of credit portfolio models in R progressed at your company ?

Did you build a CPV model ?

Christian

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Christian Langkamp
christian.langkamp-at-gmxpro.de

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