Software Map
Project Tree
Topic > Finance > Risk Management > Value at Risk |
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2 projects in result set.
0. FinTS - To create a companion package for Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley). | |
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Activity Percentile: 0.00 Registered: 2007-10-19 01:10 |
1. 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 |