[R] R and Finance - EAD, LGD, PD

Cedrick W. Johnson cedrick at cedrickjohnson.com
Mon Dec 28 00:06:32 CET 2009


Howdy-

You may want to check out the R-sig-finance list and search through the 
postings here:
http://n4.nabble.com/Rmetrics-f925806.html

There's quite a few packages in the CRAN taskviews as well:

http://cran.r-project.org/web/views/Finance.html

-cj


Ricardo Gonçalves Silva wrote:
> Hi,
>
> I'm currently beginning to use R for financial analysis (mainly Basel II benchmarks) and I would like to know if any R-User can give me some initial directions on packages and tutorials which I can use to calculate capital requirements, default probabilities, and related stuff.
>
> Thanks in advance,
>
> Rick
> 	[[alternative HTML version deleted]]
>
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