QRMlib provides a library of methods to investigate Quantitative Risk Management, including Market Risk, Credit Risk and Operational Risk, as developed in the book "Quantitative Risk Management: Concepts, Techniques and Tools".

Project Activity

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Categories

Mathematics

License

GNU General Public License version 2.0 (GPLv2)

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Additional Project Details

Intended Audience

Financial and Insurance Industry

Programming Language

S/R

Related Categories

S/R Mathematics Software

Registered

2007-09-10
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