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GitHub / kasperrisager / CreditMetrics.jl
Efficient simulation in the CreditMetrics model with Julia
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/kasperrisager%2FCreditMetrics.jl
Stars: 3
Forks: 0
Open Issues: 0
License: mit
Language: Julia
Repo Size: 133 KB
Dependencies:
0
Created: about 4 years ago
Updated: 4 months ago
Last pushed: about 2 years ago
Last synced: 4 months ago
Topics: credit-risk, creditmetrics-model, julia, julia-package, risk-management
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