Files in GARPFRM
Global Association of Risk Professionals: Financial Risk Manager
README
DESCRIPTION
NAMESPACE
inst/doc/MonteCarloMethods.pdf
inst/doc/EstimatingVolatilitiesCorrelation.pdf
inst/doc/QuantitativeAnalysisBasics.pdf
inst/doc/WebApplications.pdf
inst/doc/PerformanceMeasures.pdf
inst/doc/DataAccess.pdf
inst/doc/QuantifyingVolatilityVaRModels.pdf
inst/doc/CAPM_TF.pdf
inst/doc/DelineatingEfficientPortfolios.pdf
vignettes/EstimatingVolatilitiesCorrelation.Rnw
vignettes/BSM_and_Greeks.Rnw
vignettes/DelineatingEfficientPortfolios.Rnw
vignettes/PerformanceMeasures.Rnw
vignettes/BinomialTrees.Rnw
vignettes/QuantitativeAnalysisBasics.Rnw
vignettes/DataAccess.lyx
vignettes/FixedIncome.lyx
vignettes/MonteCarloMethods.Rnw
vignettes/GARPFRM.bib
vignettes/CAPM_TF.lyx
vignettes/DataAccess.Rnw
vignettes/EstimatingVolatilitiesCorrelation.lyx
vignettes/WebApplications.Rnw
vignettes/QuantifyingVolatilityVaRModels.Rnw
vignettes/CAPM_TF.Rnw
vignettes/HedgeMetrics.lyx
sandbox/oldEWMA.R
sandbox/quantifying_vol.R
sandbox/test_EWMA_GARCH.R
sandbox/test_capm_rb.R
sandbox/garch_models.R
sandbox/CAPM_TF.R
sandbox/ross_EWMA.R
sandbox/loop_rollapply_benchmark.R
sandbox/test_VaR.R
sandbox/crsp_weekly_data.R
sandbox/equity_data_download.R
sandbox/test_kirk.R
sandbox/test_performance_measure.r
sandbox/GARPFRM_Outline.Rmd
sandbox/principleComponent.R
sandbox/test_options.R
sandbox/test_discountFactorArbitrage.R
sandbox/vignette_to_demo.R
sandbox/regression_example.R
sandbox/test_boot.R
sandbox/Correlation_Volatility_TF.Rnw
sandbox/test_capm.R
sandbox/project_plan/project_plan.pdf
sandbox/project_plan/project_plan.tex
demo/DataAccess.R
demo/demo_EWMA_GARCH11.R
demo/backtest_VaR.R
demo/QuantifyingVolatilityVaRModels.R
demo/bootstrap.R
demo/QuantitativeAnalysisBasics.R
demo/RiskMetricsAndHedges.R
demo/DelineatingEfficientPortfolios.R
demo/demo_CAPM.R
demo/EstimatingVolatilitiesCorrelation.R
demo/PerformanceMeasures.R
demo/Fixed.R
demo/MonteCarloMethods.R
demo/monte_carlo.R
demo/EWMA.R
demo/00Index
demo/univariate_GARCH.R
R/riskMetricsAndHedges.R
R/garch11.R
R/utils.R
R/discountFactorArbitrage.R
R/efficient_frontier.R
R/options.R
R/boot.R
R/generic_forecast.R
R/capm.R
R/backTestVaR.R
R/rollFUN.R
R/monte_carlo.R
R/EWMA.R
R/volatility.R
man/plot.EWMA.Rd
man/backtestVaR.Rd
man/GARP_FRM-package.Rd
man/estimateLambdaVol.Rd
man/portSDTwoAsset.Rd
man/rollCov.Rd
man/getAlphas.Rd
man/forecast.Rd
man/bondConvexity.Rd
man/impliedVolBS.Rd
man/PCA.Rd
man/realizedCor.Rd
man/getVaREstimates.Rd
man/rollCor.Rd
man/bootCor.Rd
man/largecap_weekly.Rd
man/portReturnTwoAsset.Rd
man/simpleVolatility.Rd
man/bondDuration.Rd
man/getLoadings.Rd
man/efficientFrontierTwoAsset.Rd
man/compoundingRate.Rd
man/minVarPortfolio.Rd
man/microcap.ts.Rd
man/monteCarlo.Rd
man/getCor.Rd
man/getWeights.Rd
man/uvGARCH.Rd
man/bootSimpleVolatility.Rd
man/rollSD.Rd
man/plot.capm_mlm.Rd
man/smallcap.ts.Rd
man/getStatistics.Rd
man/computeGreeks.Rd
man/estimateLambdaCov.Rd
man/realizedCov.Rd
man/fama_french_factors.Rd
man/midcap.ts.Rd
man/bootFUN.Rd
man/EWMA.Rd
man/hypTest.Rd
man/consumption.Rd
man/getEstimate.Rd
man/forecast.uvGARCH.Rd
man/rollSimpleVolatility.Rd
man/prices.Rd
man/ytmSolve.Rd
man/efficientFrontier.Rd
man/plot.uvGARCH.Rd
man/getFit.Rd
man/discountFactor.Rd
man/endingPrices.Rd
man/optionValue.Rd
man/getSpec.Rd
man/bondYTM.Rd
man/forecast.uvEWMAvol.Rd
man/bootStdDev.Rd
man/getVaRViolations.Rd
man/plot.capm_uv.Rd
man/realizedVol.Rd
man/linearHedge.Rd
man/optionSpec.Rd
man/impliedVolatility.Rd
man/plot.PCA.Rd
man/plot.efTwoAsset.Rd
man/tangentPortfolio.Rd
man/largecap.ts.Rd
man/plot.backtestVaR.Rd
man/bootMean.Rd
man/chartSML.Rd
man/vasicekPrice.Rd
man/CAPM.Rd
man/backtestVaR.GARCH.Rd
man/microcap_weekly.Rd
man/midcap_weekly.Rd
man/bondSpec.Rd
man/plot.efficient.frontier.Rd
man/getCov.Rd
man/bootSD.Rd
man/getBetas.Rd
man/estimateLambdaCor.Rd
man/is.bond.Rd
man/plotEndingPrices.Rd
man/bootES.Rd
man/bootVaR.Rd
man/yieldCurveVasicek.Rd
man/bondFullPrice.Rd
man/bondPrice.Rd
man/bootCov.Rd
man/smallcap_weekly.Rd
man/spotForwardRates.Rd
man/returns.Rd
data/consumption.rda
data/crsp.short.rda
data/fama_french_factors.rda
data/consumption.csv.gz
data/prices.rda
data/crsp_weekly.rda
data/bonds.rda
data/returns.rda
data/treasuryts.rda
