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3 projects in result set.
0. Project ORBIT - Project ORBIT will be the central information repository of the effort to integrate Optimization, R stats, and pentaho BI open source Technologies.
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- Development Status : 1 - Planning [Filter]
- Environment : Win32 (MS Windows) [Filter]
- Intended Audience : End Users/Desktop [Filter]
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- Programming Language : R (Now Filtering)
- Topic : Database : R Interfaces [Filter]
- Topic : Econometrics : Matrix Manipulations [Filter]
- Topic : Finance : Derivatives [Filter]
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Registered: 2007-12-04 17:10 |
1. Counterparty Credit Risk Management - This project contains techniques measuring the counterparty credit risk management based on the Basel III regulatory framework.
Currently, the SA-CCR exposure-at-default method and valuation adjustments including CVA, DVA, FVA, MVA, KVA are included.
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- Development Status : 5 - Production/Stable [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English (Now Filtering)
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- Topic : Finance : Derivatives [Filter]
- Topic : Finance : Fixed Income [Filter]
- Topic : Finance : Risk Management [Filter]
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Registered: 2015-09-20 17:34 |
2. QuantLab - The package QuantLab contains a collection of R-commands, which support computer experiments in the fields of probability, stochastic processes, stochastic analysis and mathematical finance.
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- Development Status : 2 - Pre-Alpha [Filter]
- Intended Audience : Developers [Filter]
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- Topic : Finance : Derivatives [Filter]
- Topic : Optimization : Mathematical Programming : Stochastic Programming [Filter]
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Registered: 2009-03-03 13:13 |
