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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.
Package details |
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Author | Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut] |
Maintainer | Marius Hofert <mhofert@hku.hk> |
License | GPL (>= 3) | file LICENCE |
Version | 0.0-17 |
Package repository | View on CRAN |
Installation |
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