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QRM (version 0.4-13)

Provides R-Language Code to Examine Quantitative Risk Management Concepts

Description

Accompanying package to the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rdiger Frey, and Paul Embrechts.

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Install

install.packages('QRM')

Monthly Downloads

816

Version

0.4-13

License

GPL (>= 2)

Maintainer

Bernhard Pfaff

Last Published

March 18th, 2016

Functions in QRM (0.4-13)