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hazard-rate

Here are 2 public repositories matching this topic...

732jhy / cdstools

For calculating CDS spreads and bootstrapping hazard rates from CDS spreads

python bootstrap cds hazard-rate credit-default-swaps

Updated Oct 26, 2020
Python

JRigh / Gamma-distribution-estimation

Method of Moments (MoM) estimation for the univariate Gamma distribution

r reliability python3 gamma-distribution method-of-moments hazard-rate

Updated Jul 23, 2023
Jupyter Notebook

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