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5 projects in result set.
0. Counterparty Credit Risk Management - This project contains techniques measuring the counterparty credit risk management based on the Basel III regulatory framework.
Currently, the SA-CCR exposure-at-default method and valuation adjustments including CVA, DVA, FVA, MVA, KVA are included.
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- Development Status : 5 - Production/Stable [Filter]
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- Topic : Finance : Derivatives [Filter]
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Activity Percentile: 0.00
Registered: 2015-09-20 17:34 |
1. Extreme Values in R (evir) - Extreme Value in R: Functions for extreme value theory, which may be divided into the following groups; exploratory data analysis, block maxima, peaks over thresholds (univariate and bivariate), point processes, gev/gpd distributions.
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- Development Status : 4 - Beta [Filter]
- Environment : Console (Text Based) [Filter]
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- Topic : Econometrics : Time Series Modelling [Filter]
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- Topic : Time Series [Filter]
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Registered: 2011-03-21 13:20 |
2. pmoments - The pmoments package implements both analytical and sample estimation of partial moments (upper/lower). In addition it provides for portfolio optimization using symmetric partial co-moment expectations in a quadratic context.
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- Development Status : 4 - Beta [Filter]
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- Topic : Multivariate Statistics : Multivariate Distributions : Descriptive Measures [Filter]
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Registered: 2008-12-07 21:47 |
3. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models.
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- Development Status : 2 - Pre-Alpha [Filter]
- Environment : Other Environment [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
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- Topic : Econometrics : Time Series Modelling [Filter]
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- Topic : Finance : Time Series [Filter]
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Registered: 2009-01-22 11:31 |
4. glogis: Generalized Logistic Distr - Fitting and Testing Generalized Logistic Distributions (Type I)
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- Development Status : 3 - Alpha [Filter]
- Environment : Console (Text Based) [Filter]
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- Topic : Econometrics : Structural Change [Filter]
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- Topic : Multivariate Statistics : Modelling Non-Gaussian Data [Filter]
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Registered: 2010-06-11 06:37 |
