Package: finRiskPractical 0.1.0

Phanthomx

finRiskPractical: Teaching Scripts for Financial Risk Analytics Practicals

A collection of ten worked practical scripts covering R fundamentals, term structure modelling, market risk (VaR), credit risk (Markov chains), operational risk (frequency-severity models), volatility (GARCH), portfolio optimisation, Monte Carlo risk simulation, and a Shiny risk dashboard. Each Practical*() function prints the annotated R code for that topic so it can be copied, run, and studied interactively. This package intentionally ships the material as printable teaching code rather than as executed computations, so it has no hard dependency on the packages used inside the printed examples (minpack.lm, evd, rugarch, quadprog, shiny); install those separately if you want to run the printed code yourself.

Authors:Phanthomx [aut, cre]

finRiskPractical_0.1.0.tar.gz
finRiskPractical_0.1.0.zip(r-4.7)finRiskPractical_0.1.0.zip(r-4.6)finRiskPractical_0.1.0.zip(r-4.5)
finRiskPractical_0.1.0.tgz(r-4.6-any)finRiskPractical_0.1.0.tgz(r-4.5-any)
finRiskPractical_0.1.0.tar.gz(r-4.7-any)finRiskPractical_0.1.0.tar.gz(r-4.6-any)
finRiskPractical_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
finRiskPractical/json (API)

# Install 'finRiskPractical' in R:
install.packages('finRiskPractical', repos = c('https://phanthomx.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/phanthomx/finriskpractical/issues

On CRAN:

Conda:

1.70 score 1 scripts 11 exports 0 dependencies

Last updated from:deedd4552a. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK95
source / vignettesOK142
linux-release-x86_64OK97
macos-release-arm64OK63
macos-oldrel-arm64OK62
windows-develOK47
windows-releaseOK66
windows-oldrelOK46
wasm-releaseOK82

Exports:Practical1_R_for_FinancePractical10_Shiny_AppPractical2_R_WarmupsPractical3_Term_Structure_SplinesPractical4_Market_RiskPractical5_Credit_RiskPractical6_Operational_RiskPractical7_Volatility_GARCHPractical8_Portfolio_AnalyticsPractical9_Monte_Carlo_Riskprint_all_practicals

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Practical 1: R for FinancePractical1_R_for_Finance
Practical 10: Build a Shiny Risk AppPractical10_Shiny_App
Practical 2: More R Warm-UpsPractical2_R_Warmups
Practical 3: Term Structure and SplinesPractical3_Term_Structure_Splines
Practical 4: Market RiskPractical4_Market_Risk
Practical 5: Credit RiskPractical5_Credit_Risk
Practical 6: Operational RiskPractical6_Operational_Risk
Practical 7: Measuring Volatility (GARCH)Practical7_Volatility_GARCH
Practical 8: Portfolio AnalyticsPractical8_Portfolio_Analytics
Practical 9: Monte Carlo Risk SimulationPractical9_Monte_Carlo_Risk
Print Every Practical in Orderprint_all_practicals