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Environment :: X11 Applications [Remove This Filter]
Intended Audience :: Developers [Remove This Filter]
Topic :: Other/Nonlisted Topic [Remove This Filter]
Development Status :: 5 - Production/Stable [Remove This Filter]
Programming Language :: Fortran [Remove This Filter]
Topic :: Finance :: Risk Management :: Value at Risk [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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Activity Percentile: 0.00 Registered: 2007-09-21 14:29 |