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Class Demos
- 03-EMP.xlsx
- 05-KDE-Class.xlsx
- 05-KDE.xlsx
- 06-MVNORM.xlsx
- 08-43-43-MSQRT.xlsx
- 08-Copula-MV-Kernal.xlsx
- 09-Marco-Model.xlsx
- 09-Yield-PDF.xlsx
- 13-Validation.xlsx
- 14-STOCHDOM.xlsx
- 15-SERF-CE.xlsx
- 18-Bootstrap-Means-Class.xlsx
- 18-Bootstrap-Type-A.xlsx
- 18-Bootstrap-Type-B-Non-Parametric.xlsx
- 18-Bootstrap-Type-B-Parametric.xlsx
- 19-AFLAX-Model8.xlsx
- 19-Black-Swan-Uncertainty.xlsx
- 23-CV-Stationary-Class.xlsx
- Asian-Option-Average-Price.xls
- European-Call-Option.xls
- Iman-Conover-0.R
- Iman-Conover-1.R
- Iman-Conover.xlsx
- Infrence1.xls
- Infrence2.xls
- Infrence3.xls
- Infrence4.xls
- Infrence5.xls
- Insurance-Example-Simplified.xlsx
- Insurance-Example.xlsx
- Normality-Tests.xlsx
- Plugin-Upgrade1.xls
- Plugin-Upgrade2.xls
- Risk-Ruin-V0.xlsx
- Risk-Ruin-V1-Test.R
- Risk-Ruin-V1.R
- Risk-Ruin-V2.R
- Risk-Ruin-V3.R
- Risk-Ruin-V4.R
- Risk-Ruin-V5.R
- Schelling.py
- Var-Example.xlsx