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";
Symbols
f
default
f
default
f
default
f
default
f
default
view all 394 symbols
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Functions
paramcondvar