Cholesky

CCruncher  v.1.9

Compute VAR fast and easy. CCruncher is a project for the simulation of large portfolios of SME loans where the unique risk is the default risk. The method used to determine the distribution of losses in the portfolio is the Monte Carlo algorithm,

IT++  v.4.2.0

IT++ is a C++ library of mathematical, signal processing and communication routines IT++ is a C++ library of mathematical, signal processing and communication classes and functions.

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