qrmtools (0.0-6)

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.

Maintainer: Marius Hofert
Author(s): Marius Hofert [aut, cre], Kurt Hornik [aut]

License: GPL-2 | GPL-3

Uses: lattice, Quandl, quantmod, rugarch, xts, zoo, combinat, copula, mvtnorm, sfsmisc, knitr, QRM
Reverse suggests: gnn, qrmdata, zenplots

Released over 3 years ago.