Search Results for "theory"

CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR) and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors and simulating the EADs and LGDs of their assets.

...Think of it as a 2d seesaw surface that never tilts because the masses of balls are adjusted to always balance. This is the early start of a game based on that econ theory. Econ is boring in number and symbol form, but as a realtime game its more like dancing.

A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.

The zX Framework : A java based single strike development framework. The framework is based on the theory of self-describing objects that allow separation of 'what' from the 'what with' (e.g. 'search form' for 'client') and thus allow

A thoughtfully designed Java library for dealing with Matrices ( Matrix Theory ). Simple, Intuitive and Flexible. The library revolves around a Matrix interface. Operations are thoughtfully distributed. Not guilty of exposing all-in-one Matrix class.

A Java applet to study modern portfolio theory.