ccruncher to run in linux online online with Winfy
We have hosted the application ccruncher to run in linux online in order to run this application in our online workstations with Wine or directly.
Quick description about ccruncher to run in linux online:
CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR) and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors and simulating the EADs and LGDs of their assets.Audience: Financial and Insurance Industry, Science/Research.
User interface: X Window System (X11), Win32 (MS Windows), Command-line, Qt.
Programming Language: C++.
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