[R] R and Finance - EAD, LGD, PD

[Cedrick W. Johnson]

Howdy-

You may want to check out the R-sig-finance list and search through the 
postings here:
http://n4.nabble.com/Rmetrics-f925806.html

There's quite a few packages in the CRAN taskviews as well:

http://cran.r-project.org/web/views/Finance.html

-cj


Ricardo Gonçalves Silva wrote:
> Hi,
>
> I'm currently beginning to use R for financial analysis (mainly Basel II benchmarks) and I would like to know if any R-User can give me some initial directions on packages and tutorials which I can use to calculate capital requirements, default probabilities, and related stuff.
>
> Thanks in advance,
>
> Rick
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>