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