QRM

Bivariate Density Plot

Archimedean Copulae

Gauss Copula

Student's t Copula

Credit Risk Modelling

Dow Jones 30 Stock Prices

Expected Shortfall

Sterling Exchange Rates

Generalized Extreme Value Distribution

Uni- and Multivariate Generalized Hyperbolic Distribution

Generalized Inverse Gaussian Distribution

Generalized Pareto Distribution

Multivariate Gauss Distribution

Gumbel Distribution

Kendall's Rank Correlation

Normal Inverse Gaussian and Hyperbolic Distribution

Peaks-over-Threshold Method

Assemble a Correlation Matrix for ML Copula Fitting

Disassemble a Correlation Matrix for ML Copula Fitting

Generic Quantile-Quantile Plot

Defunct Functions in Package QRM

Quantitative Risk Modelling

Spearman's Rank Correlation

Student's t Distribution

Computing lower and upper bounds for the (smallest or largest) VaR

CAC 40 Stock Market Index (France)

Danish Fire Losses

Dow Jones Index

Empirical Distribution Function

Make Matrix Positive Definite

Equal Correlation Matrix

FTSE 100 Stock Market Index

Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Distributions with Penalized Maximum Likelihood Estimation

Auxiliary Functions for Extracting/Computing Results Related to gamGPDfit()/gamGPDboot()

Hang Seng Stock Market Index

NASDAQ Stock Market Index

Nikkei Stock Market Index

Swiss Market Index

Standard and Poors 500 Index

Standard and Poors Default Data

Standard and Poors Default Data

Xetra DAX German Index