Credit default probability modeler

[robin]

From our last session, take a look: http://www.robinromeo.com/def_risk.html
Comments appreciated

 

[tuko]

Hello robin,

iam interested in modeling probability of default of bonds and i ran into your post, but the web page is not working..do you have any pdf concerning this topic?
Thanks in advance

 

[Andy Nguyen]

This is a 7 year old post. The OP has not visited for a year. If you send him a message via your inbox, it may reach him.

 

[Sanket Patel]

Hello robin,

iam interested in modeling probability of default of bonds and i ran into your post, but the web page is not working..do you have any pdf concerning this topic?
Thanks in advance

If you are new to this, start by taking a look at the Merton Model.