[R] Quantitative risk analysis with R

[Tobias Verbeke]

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, Rüdiger 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
> 
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