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0. 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 (Now Filtering)
Environment : Win32 (MS Windows) (Now Filtering)
Environment : X11 Applications [Filter]
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License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Natural Language : French [Filter]
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Programming Language : Fortran (Now Filtering)
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Topic : Finance : Risk Management : Value at Risk [Filter]
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Registered: 2007-09-21 14:29