Martingale-
Martingales are a class of real-valued stochastic processes in discrete time: Brownian Motion, Brownian Motion with drift, Wald’s martingale.Properties:
Subscribe to:
Post Comments (Atom)
R3 chase - Pursuit
BCR Approach for Regulatory Reporting (PD in Low-Default Portfolios)
Attached : Excel workbook with full BCR implementation (macro-driven, quarterly defaults, confidence intervals, and model diagnostics) https...
-
Excel (Macro enable workbook) and VBA code: https://drive.google.com/drive/folders/18tIKLLg8MfJ2MYDjLPAWHspEbApVIpGz?usp=sharing PCA: Eige...
-
Attached : Excel workbook with full BCR implementation (macro-driven, quarterly defaults, confidence intervals, and model diagnostics) https...
-
VIF (Variation Inflation Factor) vs. GVIF (Generalized VIF): Handling Multicollinearity with Factor Variables When building regression mo...
No comments:
Post a Comment