/QRM

Quantitative Risk Management Concepts

Primary LanguageR

R Package 'QRM'

Accompanying package to the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rüdiger Frey, and Paul Embrechts (first edition). Please, visit qrmtools for R packages/projects for the second edition and @github.com/qrmtools. The package is hosted on CRAN.