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. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-teaching
