Man pages for ESGtoolkit
Toolkit for Monte Carlo Simulations

esgcortestCorrelation tests for the shocks
esgdiscountfactorStochastic discount factors or discounted values
esgfwdratesInstantaneous forward rates
esgmartingaletestMartingale and market consistency tests
esgmccvConvergence of Monte Carlo prices
esgmcpricesEstimation of discounted asset prices
esgplotbandsPlot time series percentiles and confidence intervals
esgplotshocksVisualize the dependence between 2 gaussian shocks
esgplottsPlot time series objects
simdiffSimulation of diffusion processes.
simshocksUnderlying gaussian shocks for risk factors' simulation.
ESGtoolkit documentation built on July 1, 2020, 11:24 p.m.