[R] VaR-Monte carlo Simulation, Historic simulation, Variance-Covariance Simulation

[Liviu Andronic]

On 1/8/09, Maithili Shiva <maithili_shiva at yahoo.com> wrote:
>  Is there any fucntion in R that will help me calculate Value at Risk (VaR) using Monte carlo Simulation , Historic simulation and Variance - Covariance Simulation.
>
There are some "un-published" Crystal Ball functions for R [1], which
may help in running the Monte Carlo simulations.
Regards,
Liviu

[1] http://www.bartell.org/mcs/