Showing 2 open source projects for "monte carlo pde"

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    Travel Market Simulator

    Travel Market Simulator

    Travel Market Simulator

    That project aims at studying the impact of IT systems interactions on traveller demand and airline revenues. Passenger demand is generated (Monte Carlo) and injected into simulated CRS and airline IT systems. Differential analysis is then performed on various changes compared to a bottom line scenario.
    Downloads: 0 This Week
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    Analytic Toolkit
    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...
    Downloads: 0 This Week
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