SFE

Public

• NotificationsYou must be signed in to change notification settings
• Fork33 (33)
• Star12 (12)You must be signed in to star a repository

About

Quantnet: SFE quantlets

Activity

Custom properties

Stars

12 stars

Watchers

5 watching

Forks

33 forks

Report repository

master

BranchesTags

Go to file

Code

Open more actions menu

Latest commit

 

History

1,035 Commits

1,035 Commits

Folders and files

Name		Name	Last commit message	Last commit date
QID-1137-SFEfgnacf		QID-1137-SFEfgnacf
QID-1139-SFEarfima		QID-1139-SFEarfima
QID-1143-SFEgamma		QID-1143-SFEgamma
QID-1256-SFENormalApprox2		QID-1256-SFENormalApprox2
QID-1260-SFESumm		QID-1260-SFESumm
QID-1271-SFEfrechet		QID-1271-SFEfrechet
QID-1283-SFEplotCop		QID-1283-SFEplotCop
QID-1284-SFEplotma1		QID-1284-SFEplotma1
QID-1285-SFEresDens		QID-1285-SFEresDens
QID-1286-SFEstaticCop		QID-1286-SFEstaticCop
QID-1288-SFEtCop		QID-1288-SFEtCop
QID-1387-SFEmaxprocess		QID-1387-SFEmaxprocess
QID-1389-SFEBSCopt2		QID-1389-SFEBSCopt2
QID-1414-SFEtheta		QID-1414-SFEtheta
QID-1428-SFEvega		QID-1428-SFEvega
QID-1429-SFEvolga		QID-1429-SFEvolga
QID-1430-SFEvolgarchest		QID-1430-SFEvolgarchest
QID-1451-SFEbitreeFDiv		QID-1451-SFEbitreeFDiv
QID-1452-SFEbitreePDiv		QID-1452-SFEbitreePDiv
QID-1453-SFEbitreeCDiv		QID-1453-SFEbitreeCDiv
QID-1460-SFEwienerdens		QID-1460-SFEwienerdens
QID-1752-SFEcir		QID-1752-SFEcir
QID-1799-SFEtimegarch		QID-1799-SFEtimegarch
QID-1839-SFElikgarch		QID-1839-SFElikgarch
QID-1899-SFECIRmle		QID-1899-SFECIRmle
QID-1900-SFEcirpricing		QID-1900-SFEcirpricing
QID-1905-SFEVasiml		QID-1905-SFEVasiml
QID-1955-SFElshill		QID-1955-SFElshill
QID-1971-SFEvanna		QID-1971-SFEvanna
QID-1984-SFEBSCopt1		QID-1984-SFEBSCopt1
QID-2158-SFENewsImpactCurve		QID-2158-SFENewsImpactCurve
QID-2196-SFEclose		QID-2196-SFEclose
QID-2242-SFEgplm		QID-2242-SFEgplm
QID-2247-SFEdenport		QID-2247-SFEdenport
QID-2258-SFEBinomial		QID-2258-SFEBinomial
QID-2268-CompCorrGaussModelCDO		QID-2268-CompCorrGaussModelCDO
QID-2273-SFEbsprices		QID-2273-SFEbsprices
QID-2275-SFEMeanExcessFun		QID-2275-SFEMeanExcessFun
QID-2277-SFEportlogreturns		QID-2277-SFEportlogreturns
QID-2278-SFEtailGEV_pp		QID-2278-SFEtailGEV_pp
QID-2279-SFEtailGEV_qq		QID-2279-SFEtailGEV_qq
QID-2280-SFEtailGPareto_pp		QID-2280-SFEtailGPareto_pp
QID-2281-SFEtailGPareto_qq		QID-2281-SFEtailGPareto_qq
QID-2282-block_max		QID-2282-block_max
QID-2283-var_block_max_backtesting		QID-2283-var_block_max_backtesting
QID-2285-SFEvar_block_max_backtesting		QID-2285-SFEvar_block_max_backtesting
QID-2287-SFEvar_block_max_params		QID-2287-SFEvar_block_max_params
QID-2288-var_pot		QID-2288-var_pot
QID-2292-SFEvar_pot_backtesting		QID-2292-SFEvar_pot_backtesting
QID-2293-SFEvar_pot_params		QID-2293-SFEvar_pot_params
QID-2306-SFEPortfolioLossDensity		QID-2306-SFEPortfolioLossDensity
QID-2368-ETL		QID-2368-ETL
QID-2369-SFEETLGaussTr1		QID-2369-SFEETLGaussTr1
QID-2385-SFEbaseCorr		QID-2385-SFEbaseCorr
QID-2386-BaseCorrGaussModelCDO		QID-2386-BaseCorrGaussModelCDO
QID-2387-lowerTrLossGauss		QID-2387-lowerTrLossGauss
QID-2388-SFEcompCorr		QID-2388-SFEcompCorr
QID-2446-SFESpecWN		QID-2446-SFESpecWN
QID-2456-SFEFreqFilt		QID-2456-SFEFreqFilt
QID-2457-SFEPer		QID-2457-SFEPer
QID-2495-SFE_arfima		QID-2495-SFE_arfima
QID-2594-SFEArchCopDensity		QID-2594-SFEArchCopDensity
QID-3125-SFEDAXlogreturns		QID-3125-SFEDAXlogreturns
QID-3126-SFEDeltahedgingdepend		QID-3126-SFEDeltahedgingdepend
QID-3143-SFEdown-and-out		QID-3143-SFEdown-and-out
QID-3144-SFEdvegadtime		QID-3144-SFEdvegadtime
QID-3145-SFEevt1		QID-3145-SFEevt1
QID-3146-SFEevt2		QID-3146-SFEevt2
QID-3147-SFEexerput		QID-3147-SFEexerput
QID-3148-SFEReturns		QID-3148-SFEReturns
QID-3149-SFEVolaTermStructure		QID-3149-SFEVolaTermStructure
QID-3164-SFEacfma2		QID-3164-SFEacfma2
QID-3165-SFEkurgarch		QID-3165-SFEkurgarch
QID-3166-SFEspeed		QID-3166-SFEspeed
QID-3167-SFEtrinomp		QID-3167-SFEtrinomp
QID-3168-SFEsimGBM		QID-3168-SFEsimGBM
QID-3203-SFEcomplogreturns		QID-3203-SFEcomplogreturns
QID-3204-SFEfdescStat		QID-3204-SFEfdescStat
QID-3205-SFEcharmcall		QID-3205-SFEcharmcall
QID-3206-SFEasian		QID-3206-SFEasian
QID-3207-SFElookback		QID-3207-SFElookback
QID-3208-SFEcompound		QID-3208-SFEcompound
QID-3209-SFEVaRbank		QID-3209-SFEVaRbank
QID-3223-SFEDeltahedgingLogic		QID-3223-SFEDeltahedgingLogic
QID-3224-SFEDaxReturnDistribution		QID-3224-SFEDaxReturnDistribution
QID-3226-SFEVolaCov		QID-3226-SFEVolaCov
QID-3227-SFEbinomv_log		QID-3227-SFEbinomv_log
QID-3228-SFEbinomv		QID-3228-SFEbinomv
QID-3263-SFEvolnonparest		QID-3263-SFEvolnonparest
QID-3366-SFE5dim		QID-3366-SFE5dim
QID-3368-SFEcolor		QID-3368-SFEcolor
QID-3369-SFEultima		QID-3369-SFEultima
QID-3371-SFEvomma		QID-3371-SFEvomma
QID-3373-SFEBMuller		QID-3373-SFEBMuller
QID-3374-SFECondVola		QID-3374-SFECondVola
QID-3375-SFErandu		QID-3375-SFErandu
QID-3376-SFErangen1		QID-3376-SFErangen1
QID-3377-SFErangen2		QID-3377-SFErangen2
QID-3378-SFEfbmplot		QID-3378-SFEfbmplot
QID-3379-SFEmvol01		QID-3379-SFEmvol01
View all files

About

Quantnet: SFE quantlets

Activity

Custom properties

Stars

12 stars

Watchers

5 watching

Forks

33 forks

Report repository

Releases

Packages

Used by

Contributors

Languages