analytic toolkit

We have hosted the application analytic toolkit in order to run this application in our online workstations with Wine or directly.

Quick description about analytic toolkit:

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.

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