[R-SIG-Finance] R packages/resources for Financial Risk Management

[Brian G. Peterson]

On 10/16/2017 04:35 AM, Pankaj K Agarwal via R-SIG-Finance wrote:
> Dear allCan someone suggest some good resources/package on Financial Risk Management based on R? I would like to use them for a graduate class i teach. Thanks in advance.
> Regards,Pankaj K Agarwal
> +91-98397-11444http://in.linkedin.com/in/pankajkagarwal/

For a book length survey treatment of packages for these topics, see 
Bernhard Pfaff's excellent 'Financial Risk Modeling and Portfolio 
Optimization with R, 2nd Edition'.

Enrico's suggestion of the task view certainly includes 'very 
specialized' resources, but also includes a number of more fundamental 
resources, such as PerformanceAnalytics and rugarch.

Regards,

Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock