Rmetrics ...
... is a collection of functions which may be useful for teaching "Financial Engineering" and "Computational Finance".


 

Rmetrics Docs ...
Overview
Fact Sheet
Reference Card
Subject Classifiaction
FAQs
Copyright

White Papers ...
GARCH Modelling
timeDate/timeSeries
Jarque-Bera Test
Web Data Import
Sobol Sequences

Important Note ...
Rmetrics is open source software which has implemented functions written by many authors. This makes it difficult to keep the code under control. If somebody gets aware, that parts of the implemented code is licensed under other licensies than the GPL or GPL like licensies, or are build on ideas, concepts or algorithms which are protected by patents or other law please inform us.

How to contribute?
You are welcome to contribute new R functions to the Rmetrics project. Please do not hesitate to get in contact with us.


Support Rmetrics & Donate Books - Have a look on our Wish List

Welcome to Rmetrics ...
Educational Software for Financial Engineering and Computational Finance

Rmetrics is the premier open source solution for teaching financial market analysis and valuation of financial instruments. With hundreds of functions build on modern methods Rmetrics combines explorative data analysis and statistical modeling. Rmetrics is embedded in R, both building an environment which creates for students a first class system for applications in statistics and finance.

I hope you enjoy Rmetrics!
Diethelm Wuertz


2nd R/Rmetrics-Summer Workshop at Lake Thune / Switzerland
June 29th - July 3rd, 2008
More Information ... Registration ...

Previous Events:

1st R/Rmetrics-Summer Workshop at Lake Thune / Switzerland
July 8th - 12th, 2007

Econophysics Lecture at ETHZ
Computational Finance and Financial Engineering with R/Rmetrics
SS 2007, Starts on March 22nd, 17:00, HPP H7, ETH Hönggerberg

Case Studies Seminar in Computational Science and Engineering
Diethelm Würtz, April 19th, 2007, 15:15, HG D16.2, ETH Zurich
Exponential Brownian Motion or
How to valuate Continuous Sampled Asian Options
Case Studies Program ...

October/November 2006
R/Rmetrics-Lecture at Vienna University of Economics and Business Administration

Rmetrics Seminar: Analyzing Systems of Limited Intranet Resources
From an Archivarial Point of View, Finance Online, Zurich

PostDoc Position at ETH Zurich

R2Enterprise Project with ETH spin-off Company Finance Online

For discussions about Rmetrics, we recommend the mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-finance
the *** Special Interest Group for 'R in Finance' ***

Diethelm Würtz


© Rmetrics Copyright 1997-2007, Diethelm Würtz, ETH Zürich, Switzerland

 
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