ccruncher.net
CCruncher: the open-source project for portfolio credit risk modelingOpen-source project for credit risk modeling
http://www.ccruncher.net/
Open-source project for credit risk modeling
http://www.ccruncher.net/
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ccruncher
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CCruncher: the open-source project for portfolio credit risk modeling | ccruncher.net Reviews
https://ccruncher.net
Open-source project for credit risk modeling
ccruncher.net
CCruncher - Dependencies
https://www.ccruncher.net/dependencies.html
CCruncher uses projects that already exist. The selection criteria have been: well tested, simplicity, efficiency and open source. Http:/ www.gnu.org/software/gsl/. In CCruncher, the GSL library is used to generate random numbers, evaluate random number distributions, spline interpolation, find eigenvalues, Cholesky decomposition, and solve linear systems. Http:/ www.libexpat.org/. In CCruncher, the expat library is used to read XML files. Http:/ www.zlib.net/. In CCruncher, the zlib library allows the u...
CCruncher - FAQ
https://www.ccruncher.net/faq.html
Why this project name? What is this logo? What is the project's maturity? Is there a company that provides support for CCruncher? Why can the input files be gzipped (*.gz) but not zipped (*.zip)? Some samples exhibits strange behavior. What is happening? 1 Why this project name? But is a tool that can aid to control the risks involved in this crisis. 2 What is this logo? CCruncher's logo is based on a sculpture by Robert Llimós. A catalan artist. The original work is named Threshold. Simulations in few s...
CCruncher - Input file
https://www.ccruncher.net/ifileref.html
This page describes the xml input file for ccruncher- 2.4.1. You can find the DTD, the XSD and some XML samples under the $CCRUNCHER/samples directory. The xml used as example. Is not intended to reflect a real case, but to see the CCruncher configuration options. The XML input file structure is as follows:. Xml version="1.0" encoding="UTF-8"? Ccruncher title your simulation title here. Title description your simulation description here. The values of type. And the supported functions are:. This section ...
CCruncher - Ouput files
https://www.ccruncher.net/ofileref.html
CCruncher leaves the output files in the directory indicated by the '-o' argument in ccruncher-cmd, or the directory indicated by the 'Output' textbox in the ccruncher-gui. CCruncher output files are:. Portfolio or sub-portfolios simulated losses. Additional info about simulated values. CCruncher uses the CSV file format. Lines starting with hash (#) are comments. The field separator is the comma (,). Each record contains the same number of comma-separated fields. When there is more than one segment, the...
CCruncher - Dissemination
https://www.ccruncher.net/dissemination.html
Quantifying Portfolio Credit Risk Using CCruncher. CCruncher technical document (version 2.3 and above). 22 February 2013, Barcelona. Multi-Factor Model Applied to SMEs. Presentation at Jornada CRM-Empresa sobre finanzas cuantitativas. 20 June 2011, Madrid. Simulation of High-Dimensional t-Student Copulas with a Given Block Correlation Matrix. Technical paper presented at ASTIN Colloquium Madrid 2011. Errata in corollary 2, page 5. Det(A) = displaystyle prod {i=1} {k} lambda i cdot (d i-m {ii}) {(n i-1)}.
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CCrumpler (Clinton Crumpler) | DeviantArt
Window.devicePixelRatio*screen.width 'x' window.devicePixelRatio*screen.height) :(screen.width 'x' screen.height) ; this.removeAttribute('onclick')". Digital Art / Professional. Deviant for 7 Years. This deviant's full pageview. Last Visit: 42 weeks ago. This is the place where you can personalize your profile! By moving, adding and personalizing widgets. You can drag and drop to rearrange. You can edit widgets to customize them. The bottom has widgets you can add! We've split the page into zones! Artist...
C++Builder 研究 - http://www.ccrun.com
欢迎光临 C Builder 研究! 本站主要面向软件开发者(Developer/Programmer), 提供 C Builder, Delphi, C/C , VC 等相关的资料。 关于本站 (About ccrun.com). CnPack / CnWizard 官方网站. RAD Studio XE7 目前最新版 (with Update 1) v21.0.17707.5020 官方 ISO 文件下载(5.26GB):. Http:/ altd.embarcadero.com/download/radstudio/xe7/delphicbuilder xe7 upd1 win.iso. RAD Studio XE6 最终版 (with Update 1) v20.0.16277.1276 官方 ISO 文件下载(5.28GB):. Http:/ altd.embarcadero.com/download/radstudio/xe6/delphicbuilder xe6 upd1 win.iso. 现有 Delphi 项目迁移到 Tiburon 中的注意事项. Excel 的 Interop 编程...
Consortium for Climate Risk in the Urban Northeast – A NOAA Regional Integrated Sciences Assessment (RISA) Project
Consortium for Climate Risk in the Urban Northeast. A NOAA Regional Integrated Sciences Assessment (RISA) Project. Hurricanes and Hurricane Preparedness. Engineering and Urban Design. Social Dimensions of Adaptation. The new CCRUN website is underdevelopment, stay tuned!
Blog de ccrunch - Blog de ccrunch - Skyrock.com
Mot de passe :. J'ai oublié mon mot de passe. Mise à jour :. Abonne-toi à mon blog! Ajouter cette vidéo à mon blog. N'oublie pas que les propos injurieux, racistes, etc. sont interdits par les conditions générales d'utilisation de Skyrock et que tu peux être identifié par ton adresse internet (67.219.144.114) si quelqu'un porte plainte. Ou poster avec :. Retape dans le champ ci-dessous la suite de chiffres et de lettres qui apparaissent dans le cadre ci-contre. Posté le mercredi 21 janvier 2009 09:18.
Blog de cCRUNCH44370 - Blog de cCRUNCH44370 - Skyrock.com
Mot de passe :. J'ai oublié mon mot de passe. Voila un ti blog sur moi ma vie mes passions mes potes et voila quoi. Mise à jour :. Abonne-toi à mon blog! Mon nouvelle aquarium 300l. Voila mon news aquarium pour plus de detail clic ici. N'oublie pas que les propos injurieux, racistes, etc. sont interdits par les conditions générales d'utilisation de Skyrock et que tu peux être identifié par ton adresse internet (67.219.144.170) si quelqu'un porte plainte. Ou poster avec :. Posté le lundi 22 mars 2010 07:14.
CCruncher: the open-source project for portfolio credit risk modeling
The Open-Source Project for Portfolio Credit Risk Modeling. Portfolio credit risk modeling, copula approach, ratings, Probability of Default (PD), transition matrix, Exposure At Default (EAD), Loss Given Default (LGD), industrial sectors, sectorial correlation, multi-factor model, Gaussian copula, t-Student copula, Monte Carlo, MCMC, Expected Loss (EL), Value at Risk (VaR), Expected Shortfall (ES), risk sensitivity, portfolio optimization, open-source. License : CC BY-SA 3.0. Are software programs that s...
A Whisper from the Shadows
The random ramblings of an ninteen-year-old girl who loves to write. It's Been a While. I'd say that a lot has happened since I posted last- and it probably has- but I don't feel like it. Cheeky? Deffinately. But it's my blog, so :P. Erm I totally don't have anything to say at the moment. So, yes. I'm back. Later. Posted by Chailyn Cole Runewood at 12:45 PM. 0 Shades in the Dark. Just a little link. Http:/ www.google.com/search? Check me out sometime! Posted by Chailyn Cole Runewood at 9:34 PM. So I'm ba...
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