Message-ID: <4A527376.9020603@braverock.com>
Date: 2009-07-06T21:58:14Z
From: Brian G. Peterson
Subject: Is there any great & efficient Financial engineering package ?
In-Reply-To: <486418.82859.qm@web110103.mail.gq1.yahoo.com>
There are many pricing and risk packages available for R. I suggest
checking the task views, doing your homework, and asking a more specific
question.
http://cran.r-project.org/web/views/Finance.html
http://cran.r-project.org/web/views/Econometrics.html
http://cran.r-project.org/web/views/TimeSeries.html
Good Luck,
- Brian
Josh C. Chien wrote:
> Hi R-Finance,
> I'm new user for R.
> For work, I need to pricing fixed income products and analyze fixed income, like duration, DVO1, curve fitting, etc.
> Besides, I'm also working on quantitative numerical methods in risk.
> Does anyone recommend me to install what package and how to make use of R efficiently.
> I'm a junior risk quant for insurance co. In past experience, I used VBA much.
> Now, I chose R being my daily implement tool for analysis in market risk or credit risk.
> [[alternative HTML version deleted]]
>
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