BIDC: Bayesian Inference for Default Correlations
I just released a package on Github called BIDC, which stands for Bayesian Inference for Default Correlations.
I just released a package on Github called BIDC, which stands for Bayesian Inference for Default Correlations.
I built a webapp that implements the solution for simplifying payments described in my previous post.
Update: I have built a demo webapp implementing the solution presented here.