ST429 - R Programming
Preface
Basic Terminology
Prerequisite
Creating objects
Basic calculations
Control flow
Random number generation
Data and dates
Writing functions
More
VaR and Expected Shortfall
Exercise question
Reference codes
Findings and conclusions
Portfolio Risk Measures - PART I
Case study
Reference codes
Portfolio Risk Measures - PART II
Case study
Reference codes
Calibration of Copulas
Copula Fitting from Simulated Data
Generation of pseudo-copula data
Copula Fitting from Empirical Data
Published with bookdown
ST429 - Statistical Methods for Risk Management
ST429 - Statistical Methods for Risk Management
R Programming Sessions
Xiaolin Zhu
2023-11-28
Preface
Coding sessions
for
ST429
are included here.