Search Results for "risk"

Low Orbit Ion Cannon - 0 (LOIC-0) The original Low Orbit Ion Cannon with interface improvements. ALSO NOTED VERSION 1.0 OF LOIC-0 IS VERSION 1.2 OF LOIC AND SO ON. DISCLAIMER: USE ON YOUR OWN RISK. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDER OR CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES THIS TOOL IS RELEASED WITH NO WARRANTY AT ALL. ...

...The project only keeps and maintains (bug fixing) the code written by the original author - Praetox, but is not associated or related to it. DISCLAIMER: USE ON YOUR OWN RISK. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDER OR CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES.

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.