The slides and replay for Dr Sanjiv Das's webinar, Using R for Analyzing Loans, Portfolios and Risk: From Academic Theory to Financial Practice are now available. I've embedded the slides below: they tell a great story of how Das, after being mistaken for the then-CEO of Citibank (with whom he shares a name) was then led to research (using R software) into the reasons why many banks were not offering home-loan modifications despite the grave economic threat of foreclosures. He also invesitgates systemic risk in the financial system, and determines which banks really are "too big to fail". There are also sections on portfolio optimization with R, and resources for calling R from the Web.
The replay of the webcast is also available at the link below.
Revolution Analytics webinars: Using R for Analyzing Loans, Portfolios and Risk: From Academic Theory to Financial Practice
Hello David
can you please tell me difference between base and recommended packages for revolution r enterprise.
It would be better you provide the list of packages involved in these categories
Posted by: sunny | March 14, 2012 at 04:31
@Sunny, you can find the list of base and recommended packages (included in both R and Revolution R Enterprise) at:
http://cran.r-project.org/doc/FAQ/R-FAQ.html#Add_002don-packages-in-R
http://cran.r-project.org/doc/FAQ/R-FAQ.html#Add_002don-packages-from-CRAN
Posted by: David Smith | March 14, 2012 at 09:40
thanks a lot David
Posted by: sunny | March 14, 2012 at 10:48
The R software seems new, and although this is the case I think that it will defiantly help everyone not just in academic financing but in all forms of finance.
Posted by: paretofp | December 21, 2012 at 03:35