/ courses / 643 / 2017 / class-demo /
- 2017-11-07_value-at-risk_example.xlsx
- 2017-11-09_asian_option_average_price_example.xls
- 2017-11-09_european_call_option_example.xls
- 2017-11-14_plug-in_upgrade_example_2.xls
- 2017-11-16_shrinkage.xlsx
- 2017-11-21_inference_1.xls
- 2017-11-21_inference_2.xls
- 2017-11-21_inference_3.xls
- 2017-11-21_inference_4.xls
- 2017-11-21_inference_5.xls
- 2017-11-28_example_iman_conover.xlsx
- 2017-11-28_example_iman_conover_0.R
- 2017-11-28_example_iman_conover_1.R
- 2017-11-30_risk_of_ruin_v0.xlsx
- 2017-11-30_risk_of_ruin_v1.R
- 2017-11-30_risk_of_ruin_v1_test.R
- 2017-11-30_risk_of_ruin_v2.R
- 2017-11-30_risk_of_ruin_v3.R
- 2017-11-30_risk_of_ruin_v4.R
- 2017-11-30_risk_of_ruin_v5.R
- L 6 CUSD and CSND.xls
- L _4_NonParametric_2017.xlsx
- L_10_Validation_Tests.xlsx
- L_11_BOOTSTRAP_Type_B_Non_Parametric.xlsx
- L_11_Bootstrap_Means.xlsx
- L_11_STOCH_BETAS.xls
- L_12_Elicit_Utility.xlsx
- L_12_Experiment_with_Utility_Functions.xlsx
- L_13_CERTEQ.xlsx
- L_13_CE_by_Freund.xlsx
- L_14_STOCHDOM Figure.xlsx
- L_14_STOCHDOM.xlsx
- L_15_SERF_CE.xlsx
- L_16_CV_Stationary.xlsx
- L_16_Spline_Regression.xlsx
- L_17_ OCT_Simple_S_and_D.xls
- L_17_Macro_Model.xlsx
- L_17_OCT_Beta_Hats .xls
- L_17_OCT_Function_Evaluation.xls
- L_17_OCT_Simple_SimSolver_Stochastic.xls
- L_17_OCT_Utility_Maximizer.xls
- L_19_Crop_Insurance_Prem_Calc.xlsx
- L_19_Macro_Model.xlsx
- L_19_Portfolio.xlsx
- L_19_Revenue_Insurance.xlsx
- L_20_Black_Swan_Uncertainty.xlsx
- L_20_Uncertainty_EmpDist.xlsx
- L_2_Multiple Reg .xlsx
- L_5_EMP_and_KDE_2017.xlsx
- L_6_MVNORM.xlsx
- L_7_Corn_Yields.xlsx
- L_7_MVEMP_Mixed.xlsx
- L_7_MVEMP_Mixed_InClass.xlsx
- L_8_Bad_Matrix.xls
- L_8_Bad_Matrix_InClass.xls
- L_8_MV_with_Copula.xlsx
- L_8_MV_with_Copula_InClass.xlsx
- L_9_InterTemperal.xlsx
- L_9_InterTemperal_InClass.xlsx