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.

AuthorMarius Hofert [aut, cre], Kurt Hornik [aut]
Date of publication2017-01-11 17:29:46
MaintainerMarius Hofert <marius.hofert@uwaterloo.ca>
LicenseGPL-2 | GPL-3
Version0.0-7

View on R-Forge

Files

qrmtools/DESCRIPTION
qrmtools/NAMESPACE
qrmtools/R
qrmtools/R/ARMA_GARCH.R qrmtools/R/Black_Scholes.R qrmtools/R/GEV.R qrmtools/R/GPD.R qrmtools/R/VaR_ES_bounds.R qrmtools/R/catch.R qrmtools/R/composite.R qrmtools/R/get_data.R qrmtools/R/graphics.R qrmtools/R/returns.R qrmtools/R/risk_measures.R
qrmtools/TODO
qrmtools/build
qrmtools/build/vignette.rds
qrmtools/demo
qrmtools/demo/00Index
qrmtools/demo/composite.R
qrmtools/inst
qrmtools/inst/doc
qrmtools/inst/doc/ARMA_GARCH_VaR.Rmd
qrmtools/inst/doc/ARMA_GARCH_VaR.html
qrmtools/inst/doc/VaR_bounds.Rmd
qrmtools/inst/doc/VaR_bounds.html
qrmtools/man
qrmtools/man/ARMA_GARCH.Rd qrmtools/man/Black_Scholes.Rd qrmtools/man/GEV.Rd qrmtools/man/GPD.Rd qrmtools/man/NA_plot.Rd qrmtools/man/VaR_ES_bounds.Rd qrmtools/man/catch.Rd qrmtools/man/get_data.Rd qrmtools/man/matrix_density_plot.Rd qrmtools/man/matrix_plot.Rd qrmtools/man/pp_qq_plot.Rd qrmtools/man/returns.Rd qrmtools/man/risk_measures.Rd
qrmtools/src
qrmtools/src/VaR_bounds.c
qrmtools/src/VaR_bounds.h
qrmtools/src/init.c
qrmtools/vignettes
qrmtools/vignettes/ARMA_GARCH_VaR.Rmd
qrmtools/vignettes/VaR_bounds.Rmd
qrmtools/vignettes/style.css

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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