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Credit Risk Modeling with MATLAB

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Credit Risk Modeling with MATLAB


Ameya Deoras (view profile)


07 Jun 2010 (Updated )

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

Credit_VaR( TransitionMatrix, RecoveryRates, BondData, Rates, CorrelationMatrix, CorrelationAlpha, numScenarios, valDate, PercentForVaR)

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