thanks

thx a lot~~for free

桃李不言下自成蹊
！

GOOD BOOK. THANKS A LOT

谢谢楼主，学习学习

偶然发现了关于该书的一个R包，拷贝如下：

QRMlib: Provides R-language code to examine Quantitative Risk Management concepts

This is a free R-language library designed to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rudiger Frey and Paul Embrechts. A separate SPlus version can be downloaded from Alexander McNeil's URL at http://www.ma.hw.ac.uk/~mcneil/book/QRMlib.html

谢谢楼主