Trying Out Googlevis
Major Sports League Season Timeline
Credit Risk Using the Merton Model
The Merton model is one of the most popular structural models of default. It models the equity of a firm as a European call option on its asset with the valu...
The Simplest Monte Carlo Simulation (Coin Betting Game)
Suppose we are playing a game in which a player receives \$1 if a coint toss is head and loses \$1 if the coin toss is tails.I will denote the loss as -$1. T...
Extracting Eigenvalues from A Linear Regression In R
The function below extracts the eigenvalues and an eigenvector from a linear regression model. I wrote this function so that the eigenvalues and vectors are ...