ESG - A package for asset projection

The package 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.


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Reference manual

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install.packages("ESG")

0.1 by Wassim Youssef, 6 years ago


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


Authors: Jean-Charles Croix , Thierry Moudiki , Frédéric Planchet , Wassim Youssef


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL (>= 2) license


Depends on methods


See at CRAN