Vignettes and other documentation


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Vignettes from package 'GARPFRM'

GARPFRM:: Black-Scholes-Merton and the Greeks source R code
GARPFRM:: Binomial Trees source R code
GARPFRM:: Capital Asset Pricing Model source R code
GARPFRM:: Delineating Efficient Portfolios source R code
GARPFRM:: Estimating Volatility and Correlation source R code
GARPFRM:: Monte Carlo Methods source R code
GARPFRM:: Performance Measures source R code
GARPFRM:: Quantifying Volatility in VaR Models source R code
GARPFRM:: Quantitative Analysis Basics source R code
GARPFRM:: GARPFRM Interactive Web Applications source R code

Other files in the doc directory

CAPM_TF.pdf
DataAccess.pdf
DelineatingEfficientPortfolios.pdf
EstimatingVolatilitiesCorrelation.pdf
MonteCarloMethods.pdf
PerformanceMeasures.pdf
QuantifyingVolatilityVaRModels.pdf
QuantitativeAnalysisBasics.pdf
WebApplications.pdf