http://www.aorda.com/aod/psg.action

Portfolio Safeguard (PSG)is a Windows based decision-support tool for solving a wide range ofoptimization, statistics, and risk management problems. Focusapplications areas are risk management, financial engineering,military, and medical applications. PSG includes various case studies mostly concentrated on financial applications such as portfolio optimization, asset allocation, selection of insurance,                                         hedging with derivative contracts, bond matching, and structuring of Collateralized Debt Obligation (CDO).