# qrmtools v0.0-6

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## Tools for Quantitative Risk Management

Functions and data sets for reproducing selected results from the book "Quantitative Risk Management: Concepts, Techniques and Tools". Furthermore, new developments and auxiliary functions for Quantitative Risk Management practice.

## Functions in qrmtools

 Name Description plot_matrix Graphical Tool for Visualizing Matrices GPD (Generalized) Pareto Distribution returns Compute Log-Returns or the Inverse Transformation get_data Tools for Getting and Working with Data catch Catching Results, Warnings and Errors Simultaneously ARMA_GARCH Fitting ARMA-GARCH Processes Black_Scholes Black--Scholes formula and the Greeks plot_NA Graphical Tool for Visualizing NAs in a Data Set GEV Generalized Extreme Value Distribution density_plot_matrix Density Plot of the Values from a Lower Triangular Matrix risk_measures Risk Measures VaR_bounds Best and Worst Value-at-Risk for Given Margins No Results!