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This repository was archived by the owner on Jun 9, 2018. It is now read-only.
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SFS-Ready
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239 Commits
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QID-1322-SFSautoparcorr
QID-1322-SFSautoparcorr
QID-1324-SFSbitreeNDiv
QID-1324-SFSbitreeNDiv
QID-1325-SFScalendarspread
QID-1325-SFScalendarspread
QID-1332-SFSinterpolMaturity
QID-1332-SFSinterpolMaturity
QID-1333-SFSinterpolStrike
QID-1333-SFSinterpolStrike
QID-1338-SFSriskreversal
QID-1338-SFSriskreversal
QID-1340-SFSstickycall
QID-1340-SFSstickycall
QID-1545-blackscholes
QID-1545-blackscholes
QID-3478-SFSwiener2
QID-3478-SFSwiener2
QID-3479-SFSwiener3
QID-3479-SFSwiener3
QID-3481-SFSwiener1
QID-3481-SFSwiener1
QID-3482-SFSbb
QID-3482-SFSbb
QID-3483-SFSrndbarrier
QID-3483-SFSrndbarrier
QID-3485-SFSacfMA3
QID-3485-SFSacfMA3
QID-3486-SFSLossPois
QID-3486-SFSLossPois
QID-3487-SFS5step
QID-3487-SFS5step
QID-3488-SFSconfexpectile0.95
QID-3488-SFSconfexpectile0.95
QID-3491-SFSchisq
QID-3491-SFSchisq
QID-3492-SFScompBS
QID-3492-SFScompBS
QID-3493-SFSdaxdowkernel
QID-3493-SFSdaxdowkernel
QID-3494-SFSdeltahedging
QID-3494-SFSdeltahedging
QID-3495-SFShullhedgeratio
QID-3495-SFShullhedgeratio
QID-3496-SFSproductcall
QID-3496-SFSproductcall
QID-3497-SFStimeseries
QID-3497-SFStimeseries
QID-3500-SFSbootband
QID-3500-SFSbootband
QID-3501-SFScola1
QID-3501-SFScola1
QID-3502-SFScola2
QID-3502-SFScola2
QID-3503-SFScola3
QID-3503-SFScola3
QID-3504-SFSextrapolationIV
QID-3504-SFSextrapolationIV
QID-3505-SFSIBTbc
QID-3505-SFSIBTbc
QID-3506-SFSIBTdk
QID-3506-SFSIBTdk
QID-3507-SFSmvol01
QID-3507-SFSmvol01
QID-3508-SFSornstein
QID-3508-SFSornstein
QID-3509-SFSstoploss
QID-3509-SFSstoploss
QID-3510-SFSbullspreadcall
QID-3510-SFSbullspreadcall
QID-3511-SFSLossBernPois
QID-3511-SFSLossBernPois
QID-3512-SFSLossDiscrete
QID-3512-SFSLossDiscrete
QID-3513-SFSpayoffcollar
QID-3513-SFSpayoffcollar
QID-3514-SFSsamplepath
QID-3514-SFSsamplepath
QID-3515-SFStailport
QID-3515-SFStailport
QID-3516-SFStrinomialSB
QID-3516-SFStrinomialSB
QID-3517-SFSvar_block_max_params
QID-3517-SFSvar_block_max_params
QID-3518-SFSvar_pot_params
QID-3518-SFSvar_pot_params
QID-3523-SFSmeffrechet
QID-3523-SFSmeffrechet
QID-3524-SFSarch
QID-3524-SFSarch
QID-3525-SFSbottomstraddle
QID-3525-SFSbottomstraddle
QID-3526-SFSBSCopt1
QID-3526-SFSBSCopt1
QID-3527-SFScontourgumbel
QID-3527-SFScontourgumbel
QID-3528-SFSgreeks
QID-3528-SFSgreeks
QID-3529-SFSLossBern
QID-3529-SFSLossBern
QID-3530-SFSportfolio
QID-3530-SFSportfolio
QID-3531-SFSvarblockmaxbacktesting
QID-3531-SFSvarblockmaxbacktesting
QID-3532-SFSvarpotbacktesting
QID-3532-SFSvarpotbacktesting
QID-545-SFSbutterfly
QID-545-SFSbutterfly
QID-547-SFSbottomstrangle
QID-547-SFSbottomstrangle
QID-549-SFSstrip
QID-549-SFSstrip
QID-550-SFSstrap
QID-550-SFSstrap
README.md
README.md
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Quantnet: validated SFS quantlets
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