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Topic > Finance > Risk Management > Value at Risk

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2 projects 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.

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 [Filter]
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 [Filter]
Topic : Other/Nonlisted Topic [Filter]

Activity Percentile: 0.00

Registered: 2007-09-21 14:29

1. FinTS - To create a companion package for Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley).

Development Status : 3 - Alpha [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : Microsoft : Windows : Windows NT/2000/XP [Filter]
Programming Language : R [Filter]
Topic : Finance : Risk Management : Value at Risk [Filter]
Topic : Finance : Time Series [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2007-10-19 01:10