This is the Windows app named Analytic Toolkit whose latest release can be downloaded as AnalyticToolkit-0.0.2.zip. It can be run online in the free hosting provider OnWorks for workstations.
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Analytic Toolkit
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DESCRIPTION
The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing.
Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references to the papers.
Audience
Financial and Insurance Industry, Science/Research, Advanced End Users, Developers
User interface
Web-based
Programming Language
C#, C++, JavaScript, ASP.NET
Database Environment
MySQL, SQL-based, Microsoft SQL Server, ADOdb, ADO.NET
Categories
This is an application that can also be fetched from https://sourceforge.net/projects/analytictoolkit/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.
