2 projects for "open document" with 2 filters applied:

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    CCruncher

    CCruncher

    Open-Source Project for Credit Risk Modeling

    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...
    Downloads: 0 This Week
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  • 2
    VarPlan is a web application to visualize and manage variants as tree like graph view. The approach is to keep the overview on hundreds of variants with their meta informations.
    Downloads: 0 This Week
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