• QRM

  • Referenced in 514 articles [sw11358]
  • language Code to Examine Quantitative Risk Management Concepts. This package is designed to accompany ... book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rudiger Frey ... textbook for courses in quantitative risk management (QRM) aimed at advanced undergraduate or graduate students ... risk, risk-measurement and aggregation concepts, risk-management techniques for financial econometricians. Material from various...
  • EVIM

  • Referenced in 9 articles [sw00255]
  • such questions are essential for sound risk management of financial exposures. It turns out that...
  • OptiRisk

  • Referenced in 7 articles [sw06238]
  • products and services for Optimisation and Risk Management solutions. OptiRisk serves customers across a number ... area of Optimisation, Risk Modelling, Portfolio Planning, Asset and Liability Management, Supply Chain Management, Strategic...
  • GHICA

  • Referenced in 4 articles [sw25996]
  • Over recent years, a study on risk management has been prompted by the Basel committee ... however limitations of some widely-used risk management methods that either calculate risk measures under...
  • HEC-FDA

  • Referenced in 3 articles [sw27347]
  • formulation and evaluation of flood risk management plans. HEC-FDA is designed to assist USACE ... procedures for formulating and evaluating flood risk management measures ... analyzing the economics of flood risk management projects. The software, 1) stores hydrologic and economic ... evaluation of the potential flood risk management plans...
  • LifeMetrics

  • Referenced in 13 articles [sw10674]
  • toolkit for measuring and managing longevity and mortality risks...
  • STORM-RM

  • Referenced in 3 articles [sw22128]
  • STORM-RM: A collaborative and multicriteria risk management methodology. Risk management (RM) is a necessary ... categorise and handle security threats, vulnerabilities and risks of information and communication systems (ICS). Existing ... analytic hierarchy process (AHP) with security management standards (ISO27001 and AS/NZS...
  • TVICA

  • Referenced in 4 articles [sw25995]
  • real data analysis with application to risk management, the TVICA confirms a superior performance when...
  • ParBreZo

  • Referenced in 4 articles [sw08731]
  • loss estimation analyses required for flood risk management. This paper describes ParBreZo, the parallel implementation...
  • QRMlib

  • Referenced in 2 articles [sw24392]
  • language code to examine Quantitative Risk Management concepts. This is a free R-language library ... designed to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander...
  • DFTCalc

  • Referenced in 3 articles [sw12545]
  • efficient fault tree analysis. Effective risk management is a key to ensure that our nuclear...
  • RQuantLib

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

  • Referenced in 1 article [sw15279]
  • package qrmtools: Tools for Quantitative Risk Management. Functions and data sets for reproducing selected results ... from the book ”Quantitative Risk Management: Concepts, Techniques and Tools”. Furthermore, new developments and auxiliary ... functions for Quantitative Risk Management practice...
  • GAS

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

  • Referenced in 2 articles [sw23546]
  • package parma: Portfolio Allocation and Risk Management Applications. Provision of a set of models...
  • frmqa

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

  • Referenced in 1 article [sw24461]
  • services companies meet reporting responsibilities, improve risk management, and develop more profitable products faster. iWorks ... required by today’s actuaries and risk managers through integrated financial modeling and data management...
  • Analytical Finance Package

  • Referenced in 1 article [sw00043]
  • mathematics, financial engineering, and financial and risk management software. The Analytical Finance group was created ... development of the pilot financial and risk management software projects is one of the main...
  • CRAMM

  • Referenced in 1 article [sw22126]
  • Analysis and Management Method) is a risk management methodology...
  • Derivatives

  • Referenced in 4 articles [sw01304]
  • Derivatives are tools for transferring risk. They are now widely used in the business world ... They were mainly used to manage the price risk of commodities like wheat...