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.
- Version0.0-17
- R version≥ 3.2.0
- LicenseGPL (≥ 3)
- LicenseLICENCE
- Needs compilation?Yes
- Last release03/04/2024
Documentation
Team
Marius Hofert
Kurt Hornik
Show author detailsRolesAuthorAlexander J. McNeil
Show author detailsRolesAuthor
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- Depends1 package
- Imports12 packages
- Suggests8 packages
- Reverse Suggests2 packages