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

[Brian G. Peterson]

On Mon, 2017-10-16 at 05:43 -0500, Brian G. Peterson wrote:
> 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.
> 

I should also have mentioned McNeil, Frey, and Embrechts "Quantitative
Risk Management" and the accompanying R package QRM.

If you are a bit more specific about what topics you plan to cover, I
am certain that the list could suggest more resources.

Regards,

Brian