Accompanying package to the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rüdiger Frey, and Paul Embrechts.
|Author||Bernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil [aut] (S-Plus original (QRMlib)), Scott Ulmann [trl] (First R port as package QRMlib)|
|Maintainer||Bernhard Pfaff <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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