 | CCruncherCCruncher 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 Mo |
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CCruncher Ranking & Summary
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- License:
- GPL
- Publisher Name:
- torrentg
- Publisher web site:
- http://www.ccruncher.net/
- Operating Systems:
- Windows All
- File Size:
- 1.4 MB
CCruncher Tags
- Compute calculate computation VAR/VEC modelling compute result compute muf compute VAR VAR computation large credit portfolio compute capacitance var sonic record now microsoft outlook 2003 google chrome browser ipod mb528ll drivers surf 88 mini opera 5 electronics.exe software lukisan komik add game mobile swish video2 crack nokia 1650 pcsuit 160by2free pc to create dvd covers
CCruncher Description
A project for the simulation of large portfolios of SME loans 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, because it allows to consider multiple variables, such as the date and amount of each payment. The obligors' default times are simulated using a copula with given survival rates and correlations.
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