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LA R Meetup Highlights from the useR! 2014 Conference Shannon Callan, CFA Digital Trend Analytics Giuseppe Bruno Pricing Credit Derivatives in R Monte Carlo Method, Quasi Random Numbers Tobias Setz BCP Stability Analytics and Markov Chain Monte Carlo Baynesian Changepoint Analytics Package: bcp Ting-Kam Leonard Wong A New Framework for Porfolio Management Stochastic Portfolio Theory Package: RelValAnalysis ) Giuseppe Bruno Pricing Credit Derivatives in R Monte Carlo Method, Quasi Random Numbers Tobias Setz BCP Stability Analytics and Markov Chain Monte Carlo Baynesian Changepoint Analytics Package: bcp Ting-Kam Leonard Wong A New Framework for Porfolio Management Stochastic Portfolio Theory Package: RelValAnalysis )

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Pricing Credit Derivatives in R Assumptions: ● Default Rate (.03) ● Recovery Rate (.40) ● Loan Correlation

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LA R Meetup Highlights from the useR! 2014 Conference Shannon Callan, CFA Digital Trend Analytics Giuseppe Bruno Pricing Credit Derivatives in R Monte Carlo Method, Quasi Random Numbers Tobias Setz BCP Stability Analytics and Markov Chain Monte Carlo Baynesian Changepoint Analytics Package: bcp Ting-Kam Leonard Wong A New Framework for Porfolio Management Stochastic Portfolio Theory Package: RelValAnalysis Giuseppe Bruno Pricing Credit Derivatives in R Monte Carlo Method, Quasi Random Numbers Tobias Setz BCP Stability Analytics and Markov Chain Monte Carlo Baynesian Changepoint Analytics Package: bcp Ting-Kam Leonard Wong A New Framework for Porfolio Management Stochastic Portfolio Theory Package: RelValAnalysis