[R-sig-teaching] teaching corp risk management

Geoffrey Smith gps at asu.edu
Tue Oct 9 18:54:40 CEST 2012


Hello, I am teaching a course called "Corporate Risk Management" next
semester for masters-level students (possibly executives).  It meets
for fours hours on Friday evenings and Saturday mornings...so I would
like to build some R programming into the class.  The topics include
value at risk, interest rate swaps, futures, currency swaps, credit
default swaps, catastrophic risk markets, weather derivatives, and so
on.  The suggested textbook is Risk Management & Derivatives by Rene
Stulz.

Does anybody have any problem sets I could use that would involve R
programming in these areas?  Can anyone suggest a textbook that would
build in some R programming?  Any other suggestions for me?  Thank you
very much.



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