keyserwood/CreditRiskAndClimateChange

This project aims at jointly modeling physical and transition risk within a Merton-like credit risk model, building up on [Bouchet and Le Guenedal, 2020]

语言：Jupyter Notebook · GitHub 星标：4 · Fork：2

话题：climate-change · credit-risk · data-science · merton

在 GitHub 上查看原仓库