• QRM

  • Referenced in 514 articles [sw11358]
  • risk management (QRM) aimed at advanced undergraduate or graduate students and professionals from the financial ... secondary function as a reference text for risk professionals interested in a clear and concise ... market risk, credit risk, operational risk, risk-measurement and aggregation concepts, risk-management techniques...
  • EVIM

  • Referenced in 9 articles [sw00255]
  • extreme movements that can be expected in financial markets? Have we already seen the largest ... questions are essential for sound risk management of financial exposures. It turns out that...
  • GAS

  • Referenced in 2 articles [sw17726]
  • prediction. This paper details how financial risk managers can use GAS models for Value...
  • frmqa

  • Referenced in 1 article [sw16860]
  • package for quantitative analysis and financial risk management. A collection of R and C++ functions ... related distributions and their applications in financial risk management and quantitative analysis...
  • RQuantLib

  • Referenced in 3 articles [sw10615]
  • quantitative analysis, modeling, trading, and risk management of financial assets. The Windows binary version...
  • Analytical Finance Package

  • Referenced in 1 article [sw00043]
  • financial mathematics, financial engineering, and financial and risk management software. The Analytical Finance group ... development of the pilot financial and risk management software projects is one of the main ... estimation of pricing processes and evaluation of financial contracts...
  • Derivatives

  • Referenced in 4 articles [sw01304]
  • Derivatives are tools for transferring risk. They are now widely used in the business world ... were obscure financial instruments. They were mainly used to manage the price risk of commodities ... risks, from interest rates to electricity prices. There has been a tremendous amount of financial...
  • iWorks

  • Referenced in 1 article [sw24461]
  • helps insurance and financial services companies meet reporting responsibilities, improve risk management, and develop more ... today’s actuaries and risk managers through integrated financial modeling and data management capabilities. iWorks...
  • parma

  • Referenced in 2 articles [sw23546]
  • package parma: Portfolio Allocation and Risk Management Applications. Provision of a set of models ... allocation and management of capital in financial portfolios...
  • BANKADVISER

  • Referenced in 9 articles [sw25251]
  • BANKADVISER is particularly useful for decision-makers, financial analysts, banks, insurance companies, etc. when they ... their industrial clients. The system allows to manage the data about clients, to analyse their ... strong and weak features, to evaluate any risk associated with them. Decisions such as whether...
  • TVICA

  • Referenced in 4 articles [sw25995]
  • independent component analysis and its applications to financial data. A new method of ICA, TVICA ... real data analysis with application to risk management, the TVICA confirms a superior performance when...
  • VG_codes

  • Referenced in 1 article [sw23808]
  • financial assets, so far it has found rather limited applications in finance and risk management...
  • DEA

  • Referenced in 227 articles [sw00194]
  • Data Envelopment Analysis (DEA) is becoming an increasingly...
  • EViews

  • Referenced in 30 articles [sw00254]
  • Eviews supports general statistical analysis and econometric analyses...
  • Maple

  • Referenced in 4652 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 5138 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 10027 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • OxMetrics

  • Referenced in 10 articles [sw00664]
  • OxMetrics™ A family of of software packages providing...
  • PariTOP

  • Referenced in 31 articles [sw00681]
  • In Quebec’s municipal taxation system, the tax...
  • R

  • Referenced in 6422 articles [sw00771]
  • R is a language and environment for statistical...