Hi guys -- sorry about the delay. I've been on the road the past couple weeks and having technical difficulties in getting the files up. I will be back in NY on Saturday, and will be trying to get these files up this weekend.
In the interim, here's a spreadsheet for Chapter 2 of the credit modeling reading.
This reproduces the graphs from that reading, and you can play around with the parameters to see how the graphs change, as well as check out what the calculations actually are. I think we may be seeing a calculation problem based on this reading, as the one-factor gaussian is a relatively simple setup and would be seen as doable in an exam situation.
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