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QRM (version 0.4-20)

Provides R-Language Code to Examine Quantitative Risk Management Concepts

Description

Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rudiger Frey, and Paul Embrechts.

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Install

install.packages('QRM')

Monthly Downloads

1,225

Version

0.4-20

License

GPL (>= 2)

Maintainer

Bernhard Pfaff

Last Published

January 28th, 2020

Functions in QRM (0.4-20)