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License :: OSI Approved :: GNU General Public License (GPL) [Remove This Filter]
Intended Audience :: Developers [Remove This Filter]
Topic :: Finance :: Risk Management :: Value at Risk [Remove This Filter]
Natural Language :: English [Remove This Filter]
Environment > Win32 (MS Windows) |
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1 project in result set.
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. | |
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Activity Percentile: 0.00 Registered: 2007-09-21 14:29 |