[R-sig-finance] RV: please ...i need help...

Ricardo Zambrano Aguilera Ricardo.Zambrano at corpbanca.cl
Wed Dec 7 15:50:50 CET 2005

> -----Mensaje original-----
> De:	Ricardo Zambrano Aguilera 
> Enviado el:	lunes, 05 de diciembre de 2005 17:06
> Para:	'r-sig-finance at stat.math.ethz.ch'
> Asunto:	please ...i need help...
> hello everyone my name is ricardo and i leave in santiago ,Chile i´m 23 years old, and i´m close to graduated from engineering with mention in stats
> my problem follows me every time.
> to graduated i must to do a paper work based in modelling the change type, between different coins. specially dollar - peso ,trought GARCH models, besides i need to create to my bank (the place where i´m doing my thesis), a system to calculate the Var (value at risk), but i have problems to calculate the var in a portfolio standar (just like a regular client of the bank) .   i don´t know, call me a oldie fashion , but i like to work in R, actually  i´m doing my job with the package tseries...
> BUT i did hear, that the splus 7.0 has a super module called finmetrics...   but i understand that R has a similar module the r-sig-finance it´s true this????????
> if is true  i would like to have it , can you help me??
> por favor , le habla un studiante de un pais tercer mundista, en donde el banco no puede comprar la licencia de splus

More information about the R-sig-finance mailing list