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ccruncher-1.5_src

于 2010-03-19 发布 文件大小:1032KB
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代码说明:

说明:  金融算术,计算VAR值,蒙特卡洛算法,等(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 )

文件列表:

71744364ccruncher-1.5_src

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