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Quantitative Risk Management: Project Home – R-Forge

Project description

This package is designed to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rudiger Frey and Paul Embrechts. The package is a modfied version of the package 'QRMlib' (see CRAN archive).

Project Info

Tags: Finance, R, finance, time series


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Registered: 2012-04-26 14:34
Activity Ranking: 0
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge