API for dandermotj/mmr
Measuring Market Risk
| Global functions | |
|---|---|
| EWMA_corr | Man page |
| EWMA_cov | Man page |
| EWMA_vol | Man page |
| compute_es | Man page |
| es_cornishfisher | Man page |
| es_historical | Man page |
| es_lognormal | Man page |
| es_normal | Man page |
| expected_shortfall | Man page |
| hello | Man page |
| roll | Man page |
| test_jb | Man page |
| test_kupiec | Man page |
| value_at_risk | Man page |
| var_historical | Man page |
| var_lognormal | Man page |
| var_normal | Man page |
| weight_by_age | Man page |
| weight_by_vol | Man page |
