Accompanying package to the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rüdiger Frey, and Paul Embrechts (first edition). Please, visit qrmtools for R packages/projects for the second edition and @github.com/qrmtools. The package is hosted on CRAN.
-
Notifications
You must be signed in to change notification settings - Fork 8
bpfaff/QRM
About
Quantitative Risk Management Concepts
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published