ARA |
Worst Value-at-Risk for Given Margins |
Black_Scholes |
Black-Scholes formula and the Greeks |
Black_Scholes_Greeks |
Black-Scholes formula and the Greeks |
crude_VaR_bounds |
Worst Value-at-Risk for Given Margins |
dev.off.pdf |
Cropping and Font Embedding PDF Device |
dGEV |
Generalized Extreme Value Distribution |
dGPD |
(Generalized) Pareto Distribution |
dPar |
(Generalized) Pareto Distribution |
dual_bound |
Worst Value-at-Risk for Given Margins |
pGEV |
Generalized Extreme Value Distribution |
pGPD |
(Generalized) Pareto Distribution |
pPar |
(Generalized) Pareto Distribution |
qGEV |
Generalized Extreme Value Distribution |
qGPD |
(Generalized) Pareto Distribution |
qPar |
(Generalized) Pareto Distribution |
RA |
Worst Value-at-Risk for Given Margins |
rGEV |
Generalized Extreme Value Distribution |
rGPD |
(Generalized) Pareto Distribution |
rPar |
(Generalized) Pareto Distribution |
SnP_500 |
S&P 500 Data |
worst_VaR_hom |
Worst Value-at-Risk for Given Margins |