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 <[EMAIL PROTECTED]>: > 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, RĂ¼diger 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@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. >> >> > > ______________________________________________ R-help@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.