Quick info
Kevin Jakob has worked on 2 packages so far. In total, Kevin Jakob has worked with 5 other authors on those packages. A true team player!
Packages overview
Package details
AssetCorr | Estimating Asset Correlations from Default Data Maximilian Nagl , Yevhen Havrylenko , Marius Pfeuffer , Kevin Jakob , Matthias Fischer , Daniel Roesch |
GCPM | Generalized Credit Portfolio Model |