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CCruncher


CCruncher

CCruncher
  • Downloads: 64
  • Requirements: Windows All
  • Size: 7.7 MB
  • Licence: GPL
  • Version: 2.2
  • 2013-11-05
  • Publisher Site:



CCruncher

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CCruncher is an application that uses the Monte Carlo method to compute the Value At Risk (VAR) for large credit portfolios.The application simulates large SME loans where the unique risk is the default risk. The Monte Carlo algorithm is used because it allows consideration of multiple variables such as the date and the amount of each payment.
CCruncher is an application that uses the Monte Carlo method to compute the Value At Risk (VAR) for large credit portfolios.The application simulates large SME loans where the unique risk is the default risk. The Monte Carlo algorithm is used because it allows consideration of multiple variables such as the date and the amount of each payment.  . you can free download CCruncher now.
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