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Debt & Bonds Valuation Model
Credit Modeling for Fixed Payment Debt amortization and Coupon/Discount Bond scheduling including Monte Carlo Simulations and A/B testing of: PD, EAD, LGD, ECL, UL & VAR.
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Credit Modeling for Fixed Payment Debt amortization and Coupon/Discount Bond scheduling including Monte Carlo Simulations and A/B testing of: PD, EAD, LGD, ECL, UL & VAR.