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Computes Value at risk and expected shortfall, two most popular measures of financial risk, for over one hundred parametric distributions, including all commonly known distributions. Also computed are the corresponding probability density function and cumulative distribution function.
Package details 


Author  Saralees Nadarajah, Stephen Chan and Emmanuel Afuecheta 
Date of publication  20130827 08:07:57 
Maintainer  Saralees Nadarajah <[email protected]> 
License  GPL (>= 2) 
Version  1.0 
Package repository  View on CRAN 
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