Quantitative Analysis in Finance with S-PLUS

Thank you for attending the finance event!

Presentation documents in PDF format are now available for download below.

Please contact us if you have any questions regarding the presentations or Insightful products.

Presentations:

• Copulas for Credit Derivatives
  Dr. Rene Carmona, Princeton University
  
  
• Seminonparametric Conditional Density Models, Value-at-Risk Forecasting, and Using the Efficient Method of Moments for Estimating Stochastic Volatility Models with S-PLUS® and S+FinMetrics®
  Guy Yollin & Jagrata Minardi, Insightful Corporation
  
  
• Accessing FAME data from S-PLUS®
  Ken Rossiter, SunGard & David Smith, Insightful Corporation