make available is an innovative software written in R, able to
calculate a portfolio liquidation strategy in default or crisis
situations, based on a set of predefined scenarios, independently of
the information flow over sales process (and therefore static). It uses
as a strategy-selection criterion to minimize certain risk measures.
Based on the doctoral thesis of Felipe A. Macias under the supervision
of Jorge P. Zubelli, approved in 2014. Among its features are:
Risk management of the liquidation portfolio.
Margin calculation in case of portfolio liquidation.
Static settlement strategy.
For further information and download, e-mail us at firstname.lastname@example.org
: Estrada Dona Castorina nš 110 room 105 - Tel.
(55)-21-2529-5057 - email@example.com.