A set of methods for calculation of Value at Risk (VaR)
| Version: | 0.2 |
| Depends: | R (≥ 1.4.1) |
| Author: | Talgat Daniyarov |
| Maintainer: | Talgat Daniyarov <tdaniyar at kip.uni-heidelberg.de> |
| License: | GPL (version 2 or higher) |
| In views: | Finance |
| CRAN checks: | VaR results |
Downloads:
| Package source: | VaR_0.2.tar.gz |
| MacOS X binary: | VaR_0.2.tgz |
| Windows binary: | VaR_0.2.zip |
| Reference manual: | VaR.pdf |