Tags : Browse Projects

Select a tag to browse associated projects and drill deeper into the tag cloud.

CCruncher

No analysis available

CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall

0 lines of code

1 current contributors

0 since last commit

0 users on Open Hub

Activity Not Available

0 Reviews

I Use This

Mostly written in language not available

Licenses: creativec..., gpl