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  1. CreditRisk+ Model - recursive algorithm (Help)

    Try the following paper: http://papers.ssrn.com/abstract=1122844 I hope it helps. Mario

  2. New Quantnet members say hi

    Introduce me Hi everyone! I am Mario Melchiori from Argentina, accountant, Adscript Professor of Finances en Universidad Nacional del Litoral and Financial Manager en BICA CEML. I have wrote thee paper and built several excel files. The files and papers were meant to be a simplified version of...

  3. Archimedean copula

    Excel and R code Hi, I am Mario Melchiori. The VBA and R codes are free available for everybody, just e-mail me. Mario.Melchiori@gmail.com I hope to help. Regards.
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