Credit Default Swap for BIST30 non-financial Firms
An attempt for CDS calculation for BIST30 firms beyween 2016-2021 using Merton and KMV methodology. Codes in R. Data under Quotes subdirectory.
-
Notifications
You must be signed in to change notification settings - Fork 2
uselim76/CDS
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Credit Default Swap
Topics
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published