``Analytical'' Best and Worst Value-at-Risk for Given Marginals
GPD-Based Tail Distribution (POT method)
Black--Scholes formula and the Greeks
(Generalized) Pareto Distribution
Hill Estimator and Plot
Graphical Tool for Visualizing NAs in a Data Set
Fitted GEV Shape as a Function of the Threshold
Fitted GPD Shape as a Function of the Threshold
Construction of Hierarchical Matrices
Density Plot of the Values from a Lower Triangular Matrix
Computing allocations
Fitting ARMA-GARCH Processes
Catching Results, Warnings and Errors Simultaneously
Tools for Getting and Working with Data
Fast(er) and Numerically More Robust Fitting of GARCH(1,1) Processes
Parameter Estimators of the Generalized Pareto Distribution
Worst and Best Value-at-Risk and Best Expected Shortfall
for Given Marginals via Rearrangements
Parameter Estimators of the Generalized Extreme Value Distribution
Plot of an Empirical Surival Function with Smith Estimator
P-P and Q-Q Plots
Computing Returns and Inverse Transformation
Plot of Step Functions, Empirical Distribution and Quantile Functions
Graphical Tool for Visualizing Matrices
Risk Measures
Mean Excess
Formal Tests of Multivariate Normality
Generalized Extreme Value Distribution
Brownian and Related Motions