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Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis [source code]

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@arnobotha arnobotha released this 22 Jul 08:47
v1.1
dffc863
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This release contains the source code that accompanies the research article titled "Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis"

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Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis [source code]

Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis [source code]

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@arnobotha arnobotha released this 10 Jul 14:39
v1.0
477c1c3

This release contains the source code that accompanies the research article titled "Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis"

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