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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.
Getting started
Browse package contents
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 R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
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