Name		Name	Last commit message	Last commit date
MillionDollarBillVolume.R		MillionDollarBillVolume.R
MomentumGS.R		MomentumGS.R
README.md		README.md
baseCorrSurface.R		baseCorrSurface.R
basket.R		basket.R
basketIntensityRec_Aug27.R		basketIntensityRec_Aug27.R
basketIntensity_Aug24.R		basketIntensity_Aug24.R
basketTest.R		basketTest.R
basket_tDist.R		basket_tDist.R
bs.R		bs.R
bsImpliedVolatility.R		bsImpliedVolatility.R
cdo.R		cdo.R
cdoPriceGaliani.R		cdoPriceGaliani.R
cdoPriceSim_June30.R		cdoPriceSim_June30.R
cdoPriceSim_Mezz_Aug18.R		cdoPriceSim_Mezz_Aug18.R
cdoPriceSim_Senior_Aug18.R		cdoPriceSim_Senior_Aug18.R
cdoTranches_June2008.R		cdoTranches_June2008.R
cdoValue_22Aug.R		cdoValue_22Aug.R
copula.R		copula.R
copulaStuff.R		copulaStuff.R
copulasGreat.R		copulasGreat.R
iTraxxFixings.R		iTraxxFixings.R
impCorrPlot.R		impCorrPlot.R
impliedCorr.R		impliedCorr.R
impliedCorrt.R		impliedCorrt.R
manyroots.R		manyroots.R
test_cdo.R		test_cdo.R
wireFrameExamples.R		wireFrameExamples.R
wireFrameTest.R		wireFrameTest.R
xToThexMinus1.R		xToThexMinus1.R
yahoo_opt.R		yahoo_opt.R

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R-CredDeriv

R scripts, principally for credit derivatives

Details of these scripts are provided in MScFinanceThesis_CredDeriv repository

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R scripts, principally for credit derivatives

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