dbFFP: Historical Scenarios with Fully Flexible Probabilities...
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Author(s)
References
Description
Data for the Historical Scenarios with Fully Flexible
Probabilities paper.
Author(s)
Xavier Vallsflamejat@gmail.com
References
A. Meucci, "Personalized Risk Management: Historical
Scenarios with Fully Flexible Probabilities" GARP Risk
Professional, Dec 2010, p 47-51.
http://www.symmys.com/node/150
R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.
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Description Author(s) References
Description
Data for the Historical Scenarios with Fully Flexible Probabilities paper.
Author(s)
Xavier Vallsflamejat@gmail.com
References
A. Meucci, "Personalized Risk Management: Historical Scenarios with Fully Flexible Probabilities" GARP Risk Professional, Dec 2010, p 47-51. http://www.symmys.com/node/150
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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