crp.CSFP (2.0.2)

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CreditRisk+ Portfolio Model.

Modelling credit risks based on the concept of "CreditRisk+", First Boston Financial Products, 1997 and "CreditRisk+ in the Banking Industry", Gundlach & Lehrbass, Springer, 2003.

Maintainer: Kevin Jakob
Author(s): Kevin Jakob, Dr. Matthias Fischer & Stefan Kolb

License: GPL-2

Uses: MASS

Released about 3 years ago.

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