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Finance

Risk Management

Value at Risk

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2 projects in result set.

1. FinTS - To create a companion package for Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley).
Development Status: 3 - Alpha [Filter] Intended Audience: End Users/Desktop [Filter] License: GNU General Public License (GPL) [Filter] Natural Language: English [Filter] Operating System: Windows NT/2000/XP [Filter] Programming Language: R [Filter] Topic: Value at Risk [Filter] , Time Series [Filter] , Time Series [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Register Date: 2007-10-19 03:10

2. Modelling Peaks Over Threshold - The project consists in developing functions for peaks over threshold modeling. Most of results come from the extreme value theory (EVT). The EVT is currently extensively used, mostly in environmental sciences and finance.

Development Status: 5 - Production/Stable [Filter]
Environment: Win32 (MS Windows) [Filter] , X11 Applications [Filter]
Intended Audience: Developers [Filter] , End Users/Desktop [Filter]
License: GNU General Public License (GPL) [Filter]
Natural Language: English [Filter] , French [Filter]
Operating System: MacOS [Filter] , Microsoft [Filter] , Linux [Filter]
Programming Language: C/C\+\+ [Filter] , Fortran [Filter] , R [Filter]
Topic: Value at Risk [Filter] , Other/Nonlisted Topic [Filter]

Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2007-09-21 16:29

Thanks to:

Vienna University of Economics and Business Administration

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