Teaching At Risk Students
There are two issues with the Pearson type IV distribution: (I) the complex gamma function entering the normalization constant in the probability density function (pdf) and (II) the complex Gauss hypergeometric function entering the cumulative distribution function (cdf). For the complex gamma...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): In sample Value at Risk and backtesting with the Pearson type IV distribution Download |
I wrote this code because I wanted to incorporate a new distribution in the model, not availiable in Matlab or OxMetrics. In this sample the input is a return series, it uses a Garch(1,1) model with a constant in mean in the returns, and calculates the maximum likelihood estimator (mle) for the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): In sample value at risk and backtesting Download |
WoPeD (Workflow Petri Net Designer) is an open-source software developed at the Cooperative State University Karlsruhe under the GNU Lesser General Public License (LGPL). The main goal of this tool is to provide an easy-to-use software tool for modelling, simulating and analyzing workflow process...
Platforms: Mac
License: Freeware | Size: 18.69 MB | Download (37): WoPeD Download |
Statmetrics is a free cross-platform software application providing an integrated solution for analysis and modelling of financial markets. Statmetrics combines innovative quantitative finance technology's with the traditional technical and econometric analysis methods.
Statmetrics can be...
Platforms: Windows, Mac, *nix, Java,Other
License: Freeware | Size: 585.94 KB | Download (143): Statmetrics Download |
Value-at-Risk calculation for portfolio stocks using variance-covariance, historical and MonteCarlo methods. Portfolio can be larger as you want including either the risk factor (stock index, currency, etc.)
Platforms: Matlab
License: Freeware | Size: 276.48 KB | Download (52): PortVaR Download |
The code is explained in the article: Okunev, Pavel, "Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model" (July 1, 2005). http://ssrn.com/abstract=758505 This implements one factor Gaussian model. [pd]=pdgs(L,w,p,LL,N) L =...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model Download |
Don't risk your data, customers info, patients medical histories or any other kind of data you store in your portable computer. Don't be at risk of loosing your personal identity. Lock/unlock your computer when not in use or when traveling. No passwords necessary. Lock ix lets you lock any...
Platforms: Windows
License: Freeware | Cost: $65.00 USD | Size: 4.47 MB | Download (157): Lockix PRO Download |
THIS PROGRAM CAN BE HELP IN SEVERAL AREAS, e.g. EDUCATION, SIGNAL ANALYSIS AND CONTROL SYSTEMS, WHEN YOU USE IT, YOU COULDN'T HAVE ANY PROBLEM TO UNDERSTAND IT, BUT IF YOU HAVE ANY QUESTION, YOU CAN CONTACT WITH ME VIA EMAIL, AND I WILL HELP YOU.FOR PERSONS WHO SPEAK ARABIC LANGUAGE, THIS PROGRAM...
Platforms: Matlab
License: Freeware | Size: 7.55 MB | Download (51): Smart Tool v 1.1-Demo Download |
ODEcalc for Windows: An Ordinary Differential Equation (ODE) Calculator! State your equation and boundary or initial value conditions and it solves your problem. Plots solution y and derivative ydot versus x.
Solves most Boundary Value Problems (BVP) and Initial Value Problems (IVP) for...
Platforms: Windows, Windows 8, Windows 7, Windows Server
License: Freeware | Size: 3.81 MB | Download (465): ODEcalc Download |
Assess your backup loss risk with the free scanner from My Backup Drive. See how many files are at risk and assess your online backup space requirements. Once you're ready to start your backup, download My Backup Drive to get started.
Platforms: Windows
License: Freeware | Size: 740 KB | Download (52): Online Backup Scanner Tool Download |
freesound bundle is a collection of vst/rtas/au, mac/windows plugins that i have developed while teaching at UCSD and CalArts.
Platforms: Mac
License: Freeware | Size: 3.44 MB | Download (35): Freesound bundle Download |
Secure File Sharing With Digital Rights Management.Safeguard file sharing without boundaries. AssureFiles Secure File Sharing combines AES 256 bit encryption with digital rights management to give businesses persistent control over all stages of its life,enables employees to share files with...
Platforms: Windows, Windows 8, Windows 7, Windows Server
License: Freeware | Size: 3.99 MB | Download (115): AssureFiles Secure File Sharing Download |
Worried about hard drive failures? Get HDDLife - a real-time hard drive monitoring utility with alerts, malfunction protection and data loss prevention functions. This hard drive inspector is an advanced proactive hard drive failure detection system which controls all of your hard drive risks....
Platforms: Windows
License: Freeware | Size: 4.43 MB | Download (870): HDDlife Download |
Windows does not physically remove deleted files from your hard disk. Emptying your Recycle Bin does NOT protect you at all. Your sensitive files can be recovered, even after you format your hard disk! When you delete a file from Windows, Windows just mark the file as deleted in file allocation...
Platforms: Windows, Windows CE
License: Freeware | Size: 80 KB | Download (387): Tiny Shredder Download |
USB and FireWire ports are standard components on almost all computers today, while laptops have another port iV PCMCIA. The abundance of devices of different types and functionsaofrom removable storage, PDAs, digital cameras to WiFi and Bluetooth adaptorsaocan all be simply connected via these...
Platforms: Windows
License: Freeware | Size: 1.22 MB | Download (491): DeviceLock Plug and Play Auditor Download |
Made for anyone concerned with Internet privacy issues. One click safe destruction (opt. settings) of records containing info about pictures you've viewed, web sites you've visited, files you've opened and other online hidden traces that put your privacy at risk. You can prevent...
Platforms: Windows
License: Freeware | Size: 594 KB | Download (468): IEpal Download |
Spam is one of the worst sides of the Internet. We have all suffered at least once from unwanted publicity in our mailbox, without permission or knowing who it`s from. Spam wastes your time and makes you lose confidence, and puts your system at risk. Also, it`s very difficult to totally delete...
Platforms: Windows
License: Freeware | Size: 2 KB | Download (459): AntiSpam Sniper Download |
RefKeep project is a personal bibliography assistant. RefKeep is software targeted at teachers, students, and researchers -- people who read and manage a large number of books, journals, magazines, and papers regularly. It is a tool to manage ones research and other bibliographic information..
Platforms: *nix
License: Freeware | Size: 1.2 MB | Download (105): RefKeep Download |
BeanCounter enables stockmarket data analysis and performance evaluation. Ever wondered what happened to your portfolio on a day the market moved 500 points? Ever wondered what your portfolio returned over the last (odd and arbitrary) period? Ever wondered what the Value-at-Risk (VaR) was? Ever...
Platforms: *nix
License: Freeware | Size: 78.85 KB | Download (98): BeanCounter Download |
Finance::BeanCounter is a Perl module for stock portfolio performance functions. Finance::BeanCounter provides functions to download, store and analyse stock market data. Downloads are available of current (or rather: 15 or 20 minute-delayed) price and company data as well as of historical...
Platforms: *nix
License: Freeware | Size: 73.73 KB | Download (96): Finance::BeanCounter Download |