Calculate Value at Risk for an asset or portfolio. Select Parametric, Monte Carlo, or Historical Simulation methods for gaussian VaR or Conditional VaR.Integrates asset correlation in calculation.
Package details |
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Maintainer | |
License | MIT |
Version | 0.0.0.9000 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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