DtD

Distance to Default

CRAN Package

Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) . The methods includes simulation and estimation of the parameters.

  • Version0.2.2
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release02/11/2020

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  • Imports2 packages
  • Suggests4 packages
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