R-SIG-Finance October 2005

Thread Subject Author Date

35 messages in 18 threads

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(i) bug report in listFinCenter and (ii) question

5 msgs · Oct 4 – Oct 5

Parlamis Franklin (i) bug report in listFinCenter and (ii) question Oct 4, 2005 Parlamis Franklin (i) bug report in listFinCenter and (ii) question Oct 4, 2005 Dirk Eddelbuettel (i) bug report in listFinCenter and (ii) question Oct 4, 2005 Parlamis Franklin (i) bug report in listFinCenter and (ii) question Oct 4, 2005 Andrew Piskorski (i) bug report in listFinCenter and (ii) question Oct 5, 2005

ARIMA Error

2 msgs · Oct 30 – Oct 30

Jaromir Baxa ARIMA Error Oct 30, 2005 Dirk Eddelbuettel ARIMA Error Oct 30, 2005

FIGARCH

1 msg · Oct 19

Sumanta Basak FIGARCH Oct 19, 2005

HELP ON FIGARCH

1 msg · Oct 18

Sumanta Basak HELP ON FIGARCH Oct 18, 2005

MarkowitzPortfolio Package

1 msg · Oct 11

L.Isella MarkowitzPortfolio Package Oct 11, 2005

Monte Carlo and Portfolio Optimisation

1 msg · Oct 10

david.jessop@ubs.com Monte Carlo and Portfolio Optimisation Oct 10, 2005

Monte Carlo and Portfolio Optimization

5 msgs · Oct 9 – Oct 10

Silvia Marelli Monte Carlo and Portfolio Optimization Oct 9, 2005 Patrick Burns Monte Carlo and Portfolio Optimization Oct 9, 2005 Hannu Kahra Monte Carlo and Portfolio Optimization Oct 10, 2005 con.keating@financedevelopmentcentre.com Monte Carlo and Portfolio Optimization Oct 10, 2005 Hannu Kahra Monte Carlo and Portfolio Optimization Oct 10, 2005

New version of RQuantLib

2 msgs · Oct 30 – Oct 30

Dirk Eddelbuettel New version of RQuantLib Oct 30, 2005 Dirk Eddelbuettel New version of RQuantLib Oct 30, 2005

Portfolio performance metrics/ratios

2 msgs · Oct 9 – Oct 10

Spencer Graves Portfolio performance metrics/ratios Oct 9, 2005 Sankalp Upadhyay Portfolio performance metrics/ratios Oct 10, 2005

Status Rmetrics - New Version

3 msgs · Oct 13 – Oct 13

Diethelm Wuertz Status Rmetrics - New Version Oct 13, 2005 Spencer Graves Status Rmetrics - New Version Oct 13, 2005 Dirk Eddelbuettel Status Rmetrics - New Version Oct 13, 2005

candlestick charts and fMultivar functions?

1 msg · Oct 10

Benedict P. Barszcz candlestick charts and fMultivar functions? Oct 10, 2005

fCalendar

1 msg · Oct 19

Parlamis Franklin fCalendar Oct 19, 2005

get.hist.quote from tseries package

3 msgs · Oct 21 – Oct 24

Weiwei Shi get.hist.quote from tseries package Oct 21, 2005 BBands get.hist.quote from tseries package Oct 22, 2005 Andrew West get.hist.quote from tseries package Oct 24, 2005

more fCalendar

1 msg · Oct 19

Parlamis Franklin more fCalendar Oct 19, 2005

ohlcPlot

1 msg · Oct 10

Benedict P. Barszcz ohlcPlot Oct 10, 2005

problem when both fCalendar and chron packages are loaded

1 msg · Oct 12

Spencer Graves problem when both fCalendar and chron packages are loaded Oct 12, 2005

problem when both fCalendar and chron packages are loaded

3 msgs · Oct 12 – Oct 18

Parlamis Franklin problem when both fCalendar and chron packages are loaded Oct 12, 2005 Gabor Grothendieck problem when both fCalendar and chron packages are loaded Oct 12, 2005 Kurt Hornik problem when both fCalendar and chron packages are loaded Oct 18, 2005

question about Asian option pricing arguments

1 msg · Oct 17

Muller, John question about Asian option pricing arguments Oct 17, 2005