DownloadThe 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.
License
GNU General Public License version 3.0 (GPLv3)Follow Analytic Toolkit
You Might Also Like
Our Free Plans just got better! | Auth0 by Okta
You asked, we delivered! Auth0 is excited to expand our Free and Paid plans to include more options so you can focus on building, deploying, and scaling applications without having to worry about your secuirty. Auth0 now, thank yourself later.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of Analytic Toolkit!