Analytic Toolkit v.0.0.1

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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 in financial industry.
Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for normal copula. The package includes source code, examples, spreadsheet with results and references to the papers.

The purpose of the project is summarising ... 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 in financial industry. Feb 8, 2012 Paul ...

 
  • Analytic Toolkit
  • 0.0.1
  • 02 Jun 12
  • analytictoolkit
  • Windows
  • Freeware
  • 1.27 Mb
  • 242
  • Free
 
 

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