ARA |
Best and Worst Value-at-Risk for Given Margins |
Black_Scholes |
Black-Scholes formula and the Greeks |
Black_Scholes_Greeks |
Black-Scholes formula and the Greeks |
catch |
Catching Results, Warnings and Errors Simultaneously |
crude_VaR_bounds |
Best and Worst Value-at-Risk for Given Margins |
density_plot_matrix |
Density Plot of the Values from a Lower Triangular Matrix |
dGEV |
Generalized Extreme Value Distribution |
dGPD |
(Generalized) Pareto Distribution |
dPar |
(Generalized) Pareto Distribution |
dual_bound |
Best and Worst Value-at-Risk for Given Margins |
ES_Par |
Risk Measures |
ES_t |
Risk Measures |
fit_ARMA_GARCH |
Fitting ARMA-GARCH Processes |
get_data |
Tools for Getting and Working with Data |
log_returns |
Compute Log-Returns or the Inverse Transformation |
pGEV |
Generalized Extreme Value Distribution |
pGPD |
(Generalized) Pareto Distribution |
plot_matrix |
Graphical Tool for Visualizing Matrices |
plot_NA |
Graphical Tool for Visualizing NAs in a Data Set |
pPar |
(Generalized) Pareto Distribution |
qGEV |
Generalized Extreme Value Distribution |
qGPD |
(Generalized) Pareto Distribution |
qPar |
(Generalized) Pareto Distribution |
RA |
Best and Worst Value-at-Risk for Given Margins |
rearrange |
Best and Worst Value-at-Risk for Given Margins |
rGEV |
Generalized Extreme Value Distribution |
rGPD |
(Generalized) Pareto Distribution |
rPar |
(Generalized) Pareto Distribution |
VaR_bounds_hom |
Best and Worst Value-at-Risk for Given Margins |
VaR_Par |
Risk Measures |
VaR_t |
Risk Measures |