Question 1

What does the R-package 'CreditRisk' do?

Accepted Answer

Evaluation of Credit Risk with Structural and Reduced Form Models. Evaluation of default probability of sovereign and corporate entities based on structural or intensity based models and calibration on market Credit Default Swap quotes. References: Damiano Brigo, Massimo Morini, Andrea Pallavicini (2013) [doi:10.1002/9781118818589](https://doi.org/10.1002%2F9781118818589). Print ISBN: 9780470748466, Online ISBN: 9781118818589. © 2013 John Wiley & Sons Ltd.

Question 2

Who maintains CreditRisk?

Accepted Answer

Alessandro Cimarelli

Question 3

Who authored CreditRisk?

Accepted Answer

Nicolò Manca

Question 4

What is the current version of CreditRisk?

Accepted Answer

The current version of the R-package '0.1.7' is 0.1.7

Question 5

When was the last release of CreditRisk?

Accepted Answer

The last release of the R-package '0.1.7' was 04/19/2024

Question 6

Where can I search for the R-package 'CreditRisk'?

Accepted Answer

You can search for the R-package 'CreditRisk' on CRAN/E at https://cran-e.com

CreditRisk

Team

Alessandro Cimarelli

Nicolò Manca

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