• Ubique
  • quants/paramcondvar.ts

Functions

f
paramcondvar(
mu: number | array | matrix,
sigma: number | array | matrix,
p?: number,
amount?: number,
period?: number
): number | array | matrix
3 overloads

Parametric Conditional Value-At-Risk.

Usage

import * as mod from "quants/paramcondvar.ts";

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