QRMlib

© 2005-2006 Alexander J. McNeil

Introduction

This is a free S-PLUS library designed to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools.

QRM Book Image

Requirements

You will need S-PLUS for Windows. The library was built using S-PLUS 7.0.

Registration

Please register with me to receive a username and password for downloading the software. The registration procedure allows me to keep track of who is using the software and to send you (infrequent) emails about updates.

Download

When you have registered and obtained a username and password you can download Version 1.4 from the ftp server .

Support

I provide only minimal user support for this free library for reasons of time. I cannot guarantee that you will receive an answer to your questions. I am slowly putting together a FAQ. Questions about the S language or about the mechanics of importing your data and converting it to the correct format should be addressed to user support at Insightful. I may be contacted at mcneilATmathDOTethzDOTch.


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