Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected.
CCruncher v.rc CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. BlackMax v.1.0 A Monte Carlo Micro Black Hole event generator for Particle. Despite making advanced methods available for the ordinary do-it-yourself entrepreneur, it is easy to learn. YourSim v.2 YourSim is a simple financial risk decision tool, easy to use for those who are not mathematicians, statisticians or finance analysts. Monte Carlo PDE Solver v.1.0 Solves a large class of partial differential equationsand graphs the. MCS is a opensource project and it was devolped by Java Programming. Monte Carlo Simulations v.1.0 MCS is a tool that exploits the Monte Carlo method and, with a complex algorithm based on the PERT (Program Evaluation and Review Technique), it estimates a project's time. It includes a large number of different (multi-threaded) Evolutionary Algorithms, Particle Filtering. Monte Carlo Machine Learning Library v.1.1.3 MCMLL is a C++ template library (header files only! : ) ) for machine learning with an emphasis on Monte- Carlo methods. It uses GPU-based massively parallel computing techniques and is extremely fast compared to the traditional single-threaded CPU-based. Monte Carlo eXtreme (MCX) v.1.0 MCX is a Monte Carlo simulation software for static or time-resolved photon transport in 3D media.The effect of different batting orders and the addition of one super-star can be tested and archived in retrosheet. Monte Carlo Baseball Simulation v.rc A Monte Carlo simulation of Major League Baseball(TM), used to find the best strategies in a baseball game.