Search Results for "financial"

Math tools in Python to tackle down problems in Operational Research fields. Comes with a Django based web interface to allow remote access to complex simulation means.

For arbitrary precision mathematics PHP offers the Binary Calculator which supports numbers of any size and precision, represented as strings. This project replicates this in JavaScript (bcadd, bccomp, bcdiv, bcmul, bcsub, etc)

The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing. Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references to the papers.