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copulatheque

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  Analyzed about 5 hours ago

shiny app running my copulatheque and geostatistics related shiny apps

1.51K lines of code

2 current contributors

over 6 years since last commit

1 users on Open Hub

Inactive
0.0
 
0 Reviews
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Mostly written in R
Licenses: No declared licenses
Tags copula geostatistics shiny spatial statistics

CCruncher

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  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
5.0
 
0 Reviews
I Use This
Mostly written in language not available
Licenses: creativec..., gpl
Tags copula credit finance modeling monte_carlo multi_factor risk value_at_risk