Recently a course with this title, from Vose consulting, was announced on the list. Does anyone know of any books/websites/downloadable tutorials etc that cover the same ground. ie not just quantitative risk analysis, but specifically on using R for risk analysis and as an alternative to @Risk/Crystal Ball. Many thanks, Graham
Dear Graham,> Recently a course with this title, from Vose consulting, was announced > on the list. Does anyone know of any books/websites/downloadable > tutorials etc that cover the same ground.There is an R package QRMlib on CRAN http://cran.r-project.org/web/packages/QRMlib/index.html that accompanies the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, R?diger Frey and Paul Embrechts http://www.ma.hw.ac.uk/~mcneil/book/index.html HTH, Tobias> ie not just quantitative risk analysis, but specifically on using R > for risk analysis and as an alternative to @Risk/Crystal Ball. > > Many thanks, > > Graham > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > >
Tobias, Thanks I will give this a look, it seems the focus is on credit risk (where I am more interested in environmental risks) but it should still be useful. Graham 2008/8/28 Tobias Verbeke <tobias.verbeke at gmail.com>:> Dear Graham, > >> Recently a course with this title, from Vose consulting, was announced >> on the list. Does anyone know of any books/websites/downloadable >> tutorials etc that cover the same ground. > > There is an R package QRMlib on CRAN > > http://cran.r-project.org/web/packages/QRMlib/index.html > > that accompanies the book Quantitative Risk Management: Concepts, Techniques > and Tools by Alexander J. McNeil, R?diger Frey and Paul Embrechts > > http://www.ma.hw.ac.uk/~mcneil/book/index.html > > HTH, > Tobias > >> ie not just quantitative risk analysis, but specifically on using R >> for risk analysis and as an alternative to @Risk/Crystal Ball. >> >> Many thanks, >> >> Graham >> >> ______________________________________________ >> R-help at r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> >> > >