qrmtools: 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.

Package details

AuthorMarius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]
MaintainerMarius Hofert <marius.hofert@uwaterloo.ca>
LicenseGPL (>= 3) | file LICENCE
Package repositoryView on CRAN
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qrmtools documentation built on April 19, 2020, 3:55 p.m.