Dear Graham,
Recently a course with this title, from Vose consulting, was announced
on the list. Does anyone know of any books/websites/downloadable
tutorials etc that cover the same ground.
There is an R package QRMlib on CRAN
http://cran.r-project.org/web/packages/QRMlib/index.html
that accompanies the book Quantitative Risk Management: Concepts,
Techniques and Tools by Alexander J. McNeil, Rüdiger Frey and Paul Embrechts
http://www.ma.hw.ac.uk/~mcneil/book/index.html
HTH,
Tobias
ie not just quantitative risk analysis, but specifically on using R
for risk analysis and as an alternative to @Risk/Crystal Ball.
Many thanks,
Graham
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