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Topic :: Finance :: Risk Management :: Value at Risk [Remove This Filter]
Programming Language :: Fortran [Remove This Filter]
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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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- Development Status : 5 - Production/Stable [Filter]
- Environment : Win32 (MS Windows) [Filter]
- Environment : X11 Applications [Filter]
- Intended Audience : Developers [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Natural Language : French [Filter]
- Operating System : MacOS [Filter]
- Operating System : Microsoft [Filter]
- Operating System : POSIX : Linux [Filter]
- Programming Language : C/C\+\+ (Now Filtering)
- Programming Language : Fortran (Now Filtering)
- Programming Language : R [Filter]
- Topic : Finance : Risk Management : Value at Risk (Now Filtering)
- Topic : Other/Nonlisted Topic [Filter]
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Activity Percentile: 0.00
Registered: 2007-09-21 14:29 |
