- This project aims at jointly modeling physical and transition risk within a Merton-like credit risk model, building up on [Bouchet and Le Guenedal, 2020].
- This project was developed with two colleagues of mine (G.Manhes & Z. Sapey-Triomphe) during my master year at Ponts Paristech in 2020/2021
You will find in the repository the pdf report and the associated notebook.