[R-SIG-Finance] Is there any great & efficient Financial engineering package ?
Brian G. Peterson
brian at braverock.com
Mon Jul 6 23:58:14 CEST 2009
There are many pricing and risk packages available for R. I suggest
checking the task views, doing your homework, and asking a more specific
Josh C. Chien wrote:
> Hi R-Finance,
> I'm new user for R.
> For work, I need to pricing fixed income products and analyze fixed income, like duration, DVO1, curve fitting, etc.
> Besides, I'm also working on quantitative numerical methods in risk.
> Does anyone recommend me to install what package and how to make use of R efficiently.
> I'm a junior risk quant for insurance co. In past experience, I used VBA much.
> Now, I chose R being my daily implement tool for analysis in market risk or credit risk.
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