Files in qrmtools
Tools for Quantitative Risk Management
MD5
LICENCE
NAMESPACE
DESCRIPTION
TODO
R/Brownian.R
R/auxiliaries.R
R/composite.R
R/returns.R
R/Hill.R
R/Black_Scholes.R
R/get_data.R
R/fit_GEV.R
R/GEV.R
R/alloc.R
R/GPDtail.R
R/fit_ARMA_GARCH.R
R/tests.R
R/VaR_ES_bounds_analytical.R
R/risk_measures.R
R/GPD.R
R/hierarchical_matrix.R
R/VaR_ES_bounds_rearrange.R
R/graphics.R
R/POT.R
R/BMM.R
R/fit_GPD.R
R/catch.R
src/VaR_bounds.c
src/init.c
src/VaR_bounds.h
inst/NEWS.Rd
inst/doc/ARMA_GARCH_VaR.html
inst/doc/VaR_bounds.html
inst/doc/ARMA_GARCH_VaR.Rmd
inst/doc/VaR_bounds.R
inst/doc/VaR_bounds.Rmd
inst/doc/geometric_risk_measures.Rmd
inst/doc/geometric_risk_measures.html
inst/doc/ARMA_GARCH_VaR.R
inst/doc/geometric_risk_measures.R
demo/composite.R
demo/00Index
build/vignette.rds
vignettes/ARMA_GARCH_VaR.Rmd
vignettes/VaR_bounds.Rmd
vignettes/geometric_risk_measures.Rmd
vignettes/style.css
man/hierarchical_matrix.Rd
man/GEV_shape_plot.Rd
man/fit_ARMA_GARCH.Rd
man/NA_plot.Rd
man/fit_GARCH_11.Rd
man/matrix_density_plot.Rd
man/step_plot.Rd
man/Brownian.Rd
man/get_data.Rd
man/matrix_plot.Rd
man/GPD_shape_plot.Rd
man/risk_measures.Rd
man/pp_qq_plot.Rd
man/VaR_ES_bounds_rearrange.Rd
man/Black_Scholes.Rd
man/tail_plot.Rd
man/Hill.Rd
man/GPD.Rd
man/catch.Rd
man/returns.Rd
man/fit_GPD.Rd
man/mean_excess.Rd
man/alloc.Rd
man/tests.Rd
man/VaR_ES_bounds_analytical.Rd
man/fit_GEV.Rd
man/GEV.Rd
man/GPDtail.Rd
