# Dissemination

Date September 2013 Quantifying Portfolio Credit Risk - CCruncher Technical Document. CCruncher technical document (version 2.3 and above). technical document
Date 22 February 2013, Barcelona Multi-Factor Model Applied to SMEs. Presentation at Jornada CRM-Empresa sobre finanzas cuantitativas . presentation
Date 20 June 2011, Madrid Simulation of High-Dimensional t-Student Copulas with a Given Block Correlation Matrix. Technical paper presented at ASTIN Colloquium Madrid 2011 . paper , presentation , C code Errata in corollary 2, page 5. Where says: \det(A) = \displaystyle\prod_{i=1}^{k} \lambda_i \cdot (n_i-1) \cdot (d_i-m_{ii}) it should say: \det(A) = \displaystyle\prod_{i=1}^{k} \lambda_i \cdot (d_i-m_{ii})^{(n_i-1)} Errata in definition 4, page 13. Where says: ...\frac{\zeta_i^2}{2}... it should say: ...\frac{\zeta_i^2}{\nu}... Estimation of h(ν) can be improved using the Spearman's rank formula (theorem 2). Better yet, in algorithm 5, we can apply theorem 2, doing numerical integration, to transform the Pearson correlation into the Spearman's correlation.
Date July 2009 Simulating Large Portfolios of Credit: The CreditCruncher Project. Popular article published in ERCIM News  number 78 with the special theme 'Mathematics for Finance and Economy'. ERCIM News 78  (page 35)
Date 2005 - 2012 CCruncher - Technical Document. CCruncher technical document (from version 0.1 to 1.9). Currently obsolete. Overridden by document 'Quantifying Portfolio Credit Risk - CCruncher Technical Document'.