mkschulze / Credit-Rating-Markov-Chain

This repository is for the final project of the Markov Chain financial engineering course. Credit rating data from WRDS is processed using Julia.

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Credit-Rating-Markov-Chain

This repository is for the final project of the Markov Chain financial engineering course. Credit rating data from WRDS is processed using Julia. Please go over the credit rating transition report for more details on the project.

Code is written in Julia 1.0 in Julia Box.

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This repository is for the final project of the Markov Chain financial engineering course. Credit rating data from WRDS is processed using Julia.


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