GitHub - QuantLet/SFE: Quantnet: SFE quantlets

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 552 Commits
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