TVaR_norm: Tail Value-at-Risk d'une loi normale

Description Usage Arguments

View source: R/TVaR_norm.R

Description

Tail Value-at-Risk d'une loi normale

Usage

1
TVaR_norm(kappa, mu = 0, sig = 1)

Arguments

kappa

pourcentage de confiance désiré

mu

mu

sig

sigma


gabrielcrepeault/tvarPackage documentation built on April 21, 2020, 3:25 p.m.