Files in GARPFRM
Global Association of Risk Professionals: Financial Risk Manager

DESCRIPTION
NAMESPACE
R
R/EWMA.R R/backTestVaR.R R/boot.R R/capm.R R/discountFactorArbitrage.R R/efficient_frontier.R R/garch11.R R/generic_forecast.R R/monte_carlo.R R/options.R R/riskMetricsAndHedges.R R/rollFUN.R R/utils.R R/volatility.R
README
data
data/bonds.rda
data/consumption.csv.gz
data/consumption.rda
data/crsp.short.rda
data/crsp_weekly.rda
data/fama_french_factors.rda
data/prices.rda
data/returns.rda
data/treasuryts.rda
demo
demo/00Index
demo/DataAccess.R demo/DelineatingEfficientPortfolios.R demo/EWMA.R demo/EstimatingVolatilitiesCorrelation.R demo/Fixed.R demo/MonteCarloMethods.R demo/PerformanceMeasures.R demo/QuantifyingVolatilityVaRModels.R demo/QuantitativeAnalysisBasics.R demo/RiskMetricsAndHedges.R demo/backtest_VaR.R demo/bootstrap.R demo/demo_CAPM.R demo/demo_EWMA_GARCH11.R demo/monte_carlo.R demo/univariate_GARCH.R
inst
inst/doc
inst/doc/CAPM_TF.pdf inst/doc/DataAccess.pdf inst/doc/DelineatingEfficientPortfolios.pdf inst/doc/EstimatingVolatilitiesCorrelation.pdf inst/doc/MonteCarloMethods.pdf inst/doc/PerformanceMeasures.pdf inst/doc/QuantifyingVolatilityVaRModels.pdf inst/doc/QuantitativeAnalysisBasics.pdf inst/doc/WebApplications.pdf
man
man/CAPM.Rd man/EWMA.Rd man/GARP_FRM-package.Rd man/PCA.Rd man/backtestVaR.GARCH.Rd man/backtestVaR.Rd man/bondConvexity.Rd man/bondDuration.Rd man/bondFullPrice.Rd man/bondPrice.Rd man/bondSpec.Rd man/bondYTM.Rd man/bootCor.Rd man/bootCov.Rd man/bootES.Rd man/bootFUN.Rd man/bootMean.Rd man/bootSD.Rd man/bootSimpleVolatility.Rd man/bootStdDev.Rd man/bootVaR.Rd man/chartSML.Rd man/compoundingRate.Rd man/computeGreeks.Rd man/consumption.Rd man/discountFactor.Rd man/efficientFrontier.Rd man/efficientFrontierTwoAsset.Rd man/endingPrices.Rd man/estimateLambdaCor.Rd man/estimateLambdaCov.Rd man/estimateLambdaVol.Rd man/fama_french_factors.Rd man/forecast.Rd man/forecast.uvEWMAvol.Rd man/forecast.uvGARCH.Rd man/getAlphas.Rd man/getBetas.Rd man/getCor.Rd man/getCov.Rd man/getEstimate.Rd man/getFit.Rd man/getLoadings.Rd man/getSpec.Rd man/getStatistics.Rd man/getVaREstimates.Rd man/getVaRViolations.Rd man/getWeights.Rd man/hypTest.Rd man/impliedVolBS.Rd man/impliedVolatility.Rd man/is.bond.Rd man/largecap.ts.Rd man/largecap_weekly.Rd man/linearHedge.Rd man/microcap.ts.Rd man/microcap_weekly.Rd man/midcap.ts.Rd man/midcap_weekly.Rd man/minVarPortfolio.Rd man/monteCarlo.Rd man/optionSpec.Rd man/optionValue.Rd man/plot.EWMA.Rd man/plot.PCA.Rd man/plot.backtestVaR.Rd man/plot.capm_mlm.Rd man/plot.capm_uv.Rd man/plot.efTwoAsset.Rd man/plot.efficient.frontier.Rd man/plot.uvGARCH.Rd man/plotEndingPrices.Rd man/portReturnTwoAsset.Rd man/portSDTwoAsset.Rd man/prices.Rd man/realizedCor.Rd man/realizedCov.Rd man/realizedVol.Rd man/returns.Rd man/rollCor.Rd man/rollCov.Rd man/rollSD.Rd man/rollSimpleVolatility.Rd man/simpleVolatility.Rd man/smallcap.ts.Rd man/smallcap_weekly.Rd man/spotForwardRates.Rd man/tangentPortfolio.Rd man/uvGARCH.Rd man/vasicekPrice.Rd man/yieldCurveVasicek.Rd man/ytmSolve.Rd
sandbox
sandbox/CAPM_TF.R
sandbox/Correlation_Volatility_TF.Rnw
sandbox/GARPFRM_Outline.Rmd sandbox/crsp_weekly_data.R sandbox/equity_data_download.R sandbox/garch_models.R sandbox/loop_rollapply_benchmark.R sandbox/oldEWMA.R sandbox/principleComponent.R
sandbox/project_plan
sandbox/project_plan/project_plan.pdf
sandbox/project_plan/project_plan.tex
sandbox/quantifying_vol.R sandbox/regression_example.R sandbox/ross_EWMA.R sandbox/test_EWMA_GARCH.R sandbox/test_VaR.R sandbox/test_boot.R sandbox/test_capm.R sandbox/test_capm_rb.R sandbox/test_discountFactorArbitrage.R sandbox/test_kirk.R sandbox/test_options.R sandbox/test_performance_measure.r sandbox/vignette_to_demo.R
vignettes
vignettes/BSM_and_Greeks.Rnw
vignettes/BinomialTrees.Rnw
vignettes/CAPM_TF.Rnw
vignettes/CAPM_TF.lyx
vignettes/DataAccess.Rnw
vignettes/DataAccess.lyx
vignettes/DelineatingEfficientPortfolios.Rnw
vignettes/EstimatingVolatilitiesCorrelation.Rnw
vignettes/EstimatingVolatilitiesCorrelation.lyx
vignettes/FixedIncome.lyx
vignettes/GARPFRM.bib
vignettes/HedgeMetrics.lyx
vignettes/MonteCarloMethods.Rnw
vignettes/PerformanceMeasures.Rnw
vignettes/QuantifyingVolatilityVaRModels.Rnw
vignettes/QuantitativeAnalysisBasics.Rnw
vignettes/WebApplications.Rnw
GARPFRM documentation built on May 31, 2017, 3:46 a.m.