DefaultRisk.com the web's biggest credit risk modeling resource.

Home Store Glossary Links Site Guide Search
pp_code_01


Submit Your Paper

Fitch Ratings Jobs

[ Worldwide]

Post Your Résumé
For Recruiters

Featured Book
Interest Rate Models
Interest Rate Models -- Theory and Practice: With Smile, Inflation and Credit, 2nd Edition

by Damiano Brigo and Fabio Mercurio, Springer, (May 19, 2006), Hardcover, 981 pages

Fitch Quantitative Financial Research (QFR)
Training Discounted for DefaultRisk.com visitors only:

The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM
Sponsor:
Shop at Amazon.com and support DefaultRisk.com

In Rememberance: World Trade Center (WTC)

The CreditMetrics Package

by Andreas Wittmann of

February 16, 2008

Abstract: A set of functions for computing the CreditMetrics risk model.

Download code: here.

Download manual (177K PDF) 19 pages

[Home] [Credit Modeling Code]

Support DefaultRisk.com by shopping at Amazon.com

 

 

Home ]

Please contact me with problems or suggestions.
Copyright © 2000-2008 DefaultRisk.com
Last modified: May 21, 2008