A Package for Asset Projection

Presents a "Scenarios" class containing general parameters, risk parameters and projection results. Risk parameters are gathered together into a ParamsScenarios sub-object. The general process for using this package is to set all needed parameters in a Scenarios object, use the customPathsGeneration method to proceed to the projection, then use xxx_PriceDistribution() methods to get asset prices.


Reference manual

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1.2 by Wassim Youssef, a year ago

Browse source code at https://github.com/cran/ESG

Authors: Jean-Charles Croix , Thierry Moudiki , Fr�d�ric Planchet , Wassim Youssef

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL (>= 2) license

Depends on methods

See at CRAN