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ccruncher-1.5_src

于 2010-03-19 发布文件大小:1032KB

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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 )

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ccruncher-1.5_src

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