Assessing bank's default probability using the asrf model in matlab

The following Matlab project contains the source code and Matlab examples used for assessing bank's default probability using the asrf model. The codes follow the paper Radkov P.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
frho.m 108
fVaR.m 180
license.txt 1312
Solving_iPD.m 660

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