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Credit Risk Modeling with MATLAB

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Credit Risk Modeling with MATLAB

by

Ameya Deoras (view profile)

 

07 Jun 2010 (Updated )

These are the supporting MATLAB files for the MathWorks webinar of the same name.

CreditRiskSeminar.zip
Data/HistoricalCreditRatings.accdb
Excel Deployment/betarndms.m
Excel Deployment/cell2dataset.m
Excel Deployment/CreditRatingClassifier.mat
Excel Deployment/CreditRisk.prj
Excel Deployment/CreditRisk_pkg.exe
Excel Deployment/Credit_Rating.m
Excel Deployment/Credit_VaR.m
Excel Deployment/GetMigrationFtsCell.m
Excel Deployment/GetTransProb.m
Excel Deployment/MigrationHistory.txt
Excel Deployment/TransitionProbabilitiesFunction.m
license.txt
MATLAB files/betarndms.m
MATLAB files/CreditPortfolio.xlsx
MATLAB files/Credit_Rating.m
MATLAB files/Credit_VaR.m
MATLAB files/ExPostData.dat
MATLAB files/getdbdata.m
MATLAB files/GetMigrationFtsCell.m
MATLAB files/GetTransProb.m
MATLAB files/heatmap.m
MATLAB files/loadNewData.m
MATLAB files/MigrationHistory.txt
MATLAB files/TransitionProbabilities.m
ReadMe.docx

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