Elements of Financial Risk Management

Algorithms and solutions for the book Elements of Financial Risk Management by Peter F.

Christoffersen written on F# and R.

Version:	0.0.0.2
Author(s):	Jesús Irais González Romero
Last Update:	Monday, February 6, 2017
.NET Fiddle:	Create the first Fiddle
Project Url:	https://github.com/laygr/Elements-of-Financial-Risk-Management
NuGet Url:	https://www.nuget.org/packages/EFRM

NuGet .NET CLI Paket CLIR Direct Download

Install-Package EFRM

dotnet add package EFRM

paket add EFRM


                                EFRM Download (Unzip the "nupkg" after downloading)

Deedle.RPlugin(>= 1.2.5)
FSharp.Data(>= 2.3.2)
MathNet.Numerics.FSharp(>= 3.13.1)
R.NET.Community(>= 1.6.5)
R.NET.Community.FSharp(>= 1.6.5)
RProvider(>= 1.1.20)

Elements of Financial Risk Management NuGet Package