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Topic :: Finance :: Risk Management :: Value at Risk [Remove This Filter]
Natural Language :: French [Remove This Filter]
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]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Natural Language : French (Now Filtering)
- Operating System : MacOS [Filter]
- Operating System : Microsoft [Filter]
- Operating System : POSIX : Linux [Filter]
- Programming Language : C/C\+\+ [Filter]
- Programming Language : Fortran [Filter]
- 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 |
