About Anaconda Help Download Anaconda

Computes Value at risk and expected shortfall, two most popular measures of financial risk, for over one hundred parametric distributions, including all commonly known distributions. Also computed are the corresponding probability density function and cumulative distribution function. See Chan, Nadarajah and Afuecheta (2015) <doi:10.1080/03610918.2014.944658> for more details.


© 2024 Anaconda, Inc. All Rights Reserved. (v4.0.5) Legal | Privacy Policy