CosPdfMulti |
Distribution Recovery with the COS method for Different parameters |
CosPdfRecovery |
Distribution Recovery with the COS method |
CosValueOption |
Approximate the Option Price with the COS Method |
Describe |
Summary Statistics |
DescribeVector |
Summary Statistics of Vector |
EuroCallOption |
The Value Function of European Call Option |
FixBacktest |
Buy and Hold Backtest |
F_k |
F_k Coefficients |
ggacf |
Plot the Acf Figure |
ggboxplot |
Plot the Box Figure |
gghistplot |
Plot the Histogram Figure |
gglineplot |
Plot the Time Series |
ggpacf |
Plot the Pacf Figure |
InvestmentPortfolio |
Construct Portfolio |
LogErrorCosPdf |
Calculate the Absolute Error of the COS Method |
NormChf |
The Characteristic Function of Normal Distribution |
PdfMultiPlot |
Plot the Probability Density Functions |
PdfSinglePlot |
Plot the Probability Density Function |
rGarch |
Simulate a Garch Series |
rGarcha |
Simulate a Garch Series |
rGbm |
Simulate prices series of stocks |
rGbms |
Simulate Multivariate Stocks Prices Data |
rGbmSingle |
Simulate a single stock price series |
RiskIndicators |
Calculate Useful Indicators for returns |
rMvReturnSim |
Simulate Stocks Prices |
rTrade |
Simulate stock trade data |
rTrades |
Simulate Multivariate Stock Trade Data |
Sharp |
Calculate Sharp Ratio with stock prices |
StackForPlot |
Rearrange the data from 'LogErrorCosPdf' for plot |
StackRet |
Stack Rets for ggplot |
StNormChf |
The Characteristic Function of Standard Normal Distribution |
VaRSimTest |
VaR Calculation and Coverage Test |
V_k |
V_k Series |