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
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.