[R] Quantitative risk analysis with R

[Graham Smith]

Tobias,

Thanks I will give this a look, it seems the focus is on credit risk
(where I am more interested in environmental risks) but it should
still be useful.

Graham

2008/8/28 Tobias Verbeke <tobias.verbeke at gmail.com>:
> Dear Graham,
>
>> Recently a course with this title, from Vose consulting, was announced
>> on the list. Does anyone know of  any books/websites/downloadable
>> tutorials etc that cover the same ground.
>
> There is an R package QRMlib on CRAN
>
> http://cran.r-project.org/web/packages/QRMlib/index.html
>
> that accompanies the book Quantitative Risk Management: Concepts, Techniques
> and Tools by Alexander J. McNeil, Rüdiger Frey and Paul Embrechts
>
> http://www.ma.hw.ac.uk/~mcneil/book/index.html
>
> HTH,
> Tobias
>
>> ie not just quantitative risk analysis, but specifically on using R
>> for risk analysis and as an alternative to @Risk/Crystal Ball.
>>
>> Many thanks,
>>
>> Graham
>>
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>>
>
>