crp.CSFP: 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.

Version: 2.0
Depends: methods, MASS
Published: 2013-11-04
Author: Kevin Jakob, Dr. Matthias Fischer & Stefan Kolb
Maintainer: Kevin Jakob <Kevin_Jakob at>
License: GPL-2
NeedsCompilation: no
In views: Finance
CRAN checks: crp.CSFP results


Reference manual: crp.CSFP.pdf
Package source: crp.CSFP_2.0.tar.gz
OS X binary: crp.CSFP_2.0.tgz
Windows binary:
Old sources: crp.CSFP archive