Files in nathanesau/StocVal
Values embedded options in DB pension plan.

.Rbuildignore
.gitattributes
.gitignore
DESCRIPTION
NAMESPACE
R/VAR_model.R R/benchmark.R R/data.R R/interestRateModels.R R/pricingKernel.R R/riskNeutral.R R/valuation.R README.md
StocVal.Rproj
data/Canada/Inflation/Inflation.xlsx
data/Canada/Inflation/cpi.csv
data/Canada/README.md
data/Canada/Stocks/SP_TSX.xlsx
data/Canada/Yields/Canada_Benchmark_Bond_Yields_10_year.csv
data/Canada/Yields/Canada_Benchmark_Bond_Yields_2_year.csv
data/Canada/Yields/Canada_Benchmark_Bond_Yields_3_year.csv
data/Canada/Yields/Canada_Benchmark_Bond_Yields_5_year.csv
data/Canada/Yields/Canada_Benchmark_Bond_Yields_7_year.csv
data/Canada/Yields/Canada_Treasury_Bills_1_month.csv
data/Canada/Yields/Canada_Treasury_Bills_1_year.csv
data/Canada/Yields/process_data.R
data/Canada/Yields/yields_monthly.csv
data/Canada/Yields/yields_monthly.xlsx
data/Canada/Yields/~$yields_monthly.xlsx
data/Canada/combine_data.R
data/Canada/inflation.csv
data/Canada/stocks.csv
data/Canada/varinput_canada.Rda
data/Canada/yields.csv
data/SOA/soascenario.csv
data/US/DATA.xlsx
data/US/INFLATION.xlsx
data/US/SALARY.xlsx
data/US/SP500.xlsx
data/US/VAR_DATA.csv
data/US/YIELDS.xlsx
data/US/analyze.R data/US/var_model.R demo/benchmarkDemo.R demo/interestModelsDemo.R demo/pricing_kernel_4comp.R demo/valuationDemo.R demo/var_canada_demo_3comp.R demo/var_canada_demo_4comp.R demo/var_canada_demo_5comp.R inst/doc/interestModels.pdf inst/doc/valuation.pdf man/A.Rd man/B.Rd man/CBP3CFV.Rd man/NS_params.Rd man/Phi.Rd man/Sigma.Rd man/accountValueNF.Rd man/accountValueWF.Rd man/bmarkScenarios.Rd man/calibrate_VAR.Rd man/cholesky.Rd man/cholinput.Rd man/compare_yield_fit.Rd man/crspinput.Rd man/cubic_spline.Rd man/curve_extensionCF.Rd man/curve_extensionNS.Rd man/demoInfo.Rd man/determScenario.Rd man/ers.Rd man/ersTotal.Rd man/esga.Rd man/esgin.Rd man/eur_call_bsm.Rd man/floorOption.Rd man/floorOptionPBO.Rd man/hull_white.Rd man/hull_whiteBond.Rd man/hw_theta.Rd man/inflation_in.Rd man/inflation_mean.Rd man/inflationrs.Rd man/meanScenarios.Rd man/mortalityInfo.Rd man/nyearZero.Rd man/parYield.Rd man/planSummaryDeterm.Rd man/planSummaryStoc.Rd man/planVariables.Rd man/rpi.Rd man/srinput.Rd man/stocfloorOption.Rd man/stocfloorOptionPBO.Rd man/stochasticScenarios.Rd man/surviveInfo.Rd man/term1.Rd man/term10.Rd man/termAssumption.Rd man/termStruct.Rd man/var_ols.Rd man/volterm.equity.Rd man/volterm.inflation.Rd notes/options_explanation.md notes/options_explanation.pdf reference/2013-pension-plan-embed-opt-val.pdf reference/soa_documentation.pdf
vignettes/data_used-concordance.tex
vignettes/data_used.Rnw
vignettes/data_used.log
vignettes/data_used.pdf
vignettes/data_used.synctex.gz
vignettes/data_used.tex
vignettes/data_used_us-concordance.tex
vignettes/data_used_us.Rnw
vignettes/data_used_us.log
vignettes/data_used_us.pdf
vignettes/data_used_us.synctex.gz
vignettes/data_used_us.tex
vignettes/interestModels.Rnw
vignettes/interestModels.log
vignettes/interestModels.pdf
vignettes/interestModels.synctex.gz
vignettes/interestModels.tex
vignettes/pricing_kernel_demo-005.pdf vignettes/pricing_kernel_demo-006.pdf vignettes/pricing_kernel_demo-007.pdf vignettes/pricing_kernel_demo-008.pdf
vignettes/pricing_kernel_demo-concordance.tex
vignettes/pricing_kernel_demo.Rnw
vignettes/pricing_kernel_demo.log
vignettes/pricing_kernel_demo.pdf
vignettes/pricing_kernel_demo.synctex.gz
vignettes/pricing_kernel_demo.tex
vignettes/valuation.Rnw
vignettes/valuation.log
vignettes/valuation.pdf
vignettes/valuation.synctex.gz
vignettes/valuation.tex
vignettes/var_canada_summary-001.pdf vignettes/var_canada_summary-002.pdf vignettes/var_canada_summary-003.pdf vignettes/var_canada_summary-008.pdf vignettes/var_canada_summary-009.pdf vignettes/var_canada_summary-010.pdf vignettes/var_canada_summary-011.pdf vignettes/var_canada_summary-012.pdf
vignettes/var_canada_summary-concordance.tex
vignettes/var_canada_summary.Rnw
vignettes/var_canada_summary.log
vignettes/var_canada_summary.pdf
vignettes/var_canada_summary.synctex.gz
vignettes/var_canada_summary.tex
nathanesau/StocVal documentation built on May 23, 2017, 10:33 a.m.