Showing 2 open source projects for "computing"

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    CCruncher

    CCruncher

    Open-Source Project for Credit Risk Modeling

    ...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.
    Downloads: 0 This Week
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  • 2
    The purpose of this program is to prove that given a finite number of Monkeys and a finite amount of time one monkey will be able to make more money off the stock market than any human being. Checkout our web site for an uncorrupted download.
    Downloads: 0 This Week
    Last Update:
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