Man pages for QRM
Provides R-Language Code to Examine Quantitative Risk Management Concepts

BidensplotBivariate Density Plot
cac40CAC 40 Stock Market Index (France)
CopulaACArchimedean Copulae
CopulaGaussGauss Copula
CopulaStudentStudent's t Copula
CreditCredit Risk Modelling
danishDanish Fire Losses
DJDow Jones 30 Stock Prices
djiDow Jones Index
edfEmpirical Distribution Function
eigenmethMake Matrix Positive Definite
equicorrEqual Correlation Matrix
ESExpected Shortfall
ftse100FTSE 100 Stock Market Index
FXGBPSterling Exchange Rates
gameSmooth Parameter Estimation and Bootstrapping of Generalized...
game-auxAuxiliary Functions for Extracting/Computing Results Related...
GaussMultivariate Gauss Distribution
GEVGeneralized Extreme Value Distribution
GHYPUni- and Multivariate Generalized Hyperbolic Distribution
GIGGeneralized Inverse Gaussian Distribution
GPDGeneralized Pareto Distribution
GumbelGumbel Distribution
hsiHang Seng Stock Market Index
KendallKendall's Rank Correlation
nasdaqNASDAQ Stock Market Index
NHNormal Inverse Gaussian and Hyperbolic Distribution
nikkeiNikkei Stock Market Index
PconstructAssemble a Correlation Matrix for ML Copula Fitting
PdeconstructDisassemble a Correlation Matrix for ML Copula Fitting
PointProcessPoint Processes
POTPeaks-over-Threshold Method
QQPlotGeneric Quantile-Quantile Plot
QRM-defunctDefunct Functions in Package QRM
QRM-packageQuantitative Risk Modelling
smiSwiss Market Index
sp500Standard and Poors 500 Index
spdataStandard and Poors Default Data
spdata.rawStandard and Poors Default Data
SpearmanSpearman's Rank Correlation
StudentStudent's t Distribution
VaRboundComputing lower and upper bounds for the (smallest or...
xdaxXetra DAX German Index
QRM documentation built on May 30, 2017, 12:04 a.m.