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Alexandros Gabrielsen


Active since 2010

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Submitted


ARMAX-GARCH-K-SK Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications)
ARMAX-GARCH-K-SK Toolbox

nästan 8 år ago | 12 downloads |

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Submitted


Pluto & Tasche Upper Bound PD Model for Low Default Portfolios
Estimation of the Pluto & Tasche Upper Bound PD along with Benjamin, Cathcart Ryan Statistic.

mer än 10 år ago | 1 download |

Submitted


Volatility Loss Functions and VaR Conditional, Indepedence and Regulatory BackTests
Volatility Loss Functions and VaR Conditional, Indepedence and Regulatory BackTests

mer än 12 år ago | 3 downloads |

Submitted


Distributions
CDF, Inv-CDF, PDF, HF, CHF, Random Generator and Log Likelihood functions.

mer än 13 år ago | 5 downloads |

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Submitted


Newton Raphson Optimization Procedure
Newton Raphson Optimization Procedure for a set of Non-Linear Equations

mer än 13 år ago | 3 downloads |

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