Credit risk teaching note and spreadsheet

I’d like to call your attention to my credit risk teaching note @ http://fin4335.garven.com/fall2017/creditrisk.pdf and my credit risk spreadsheet @ http://fin4335.garven.com/fall2017/creditrisk.xls. This teaching note provides a brief synopsis of today’s presentation of the credit risk topic, and the spreadsheet provides the code required in order to produce the table on page 8 of the teaching note.

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