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Rmetrics ...
is the premier open source solution for teaching financial market analysis and valuation of financial instruments. With hundreds of functions built on modern methods, Rmetrics combines exploratory data analysis, statistical modelling and rapid model prototyping. The R/Rmetrics software packages are embedded in R, building an environment which creates a first class system for applications in statistics and finance.
Enjoy Rmetrics!


Meielisalp Workshop 2009


Sponsors of the Meielisalp Workshop 2009





Announcement and Registration ...

Incomplete List of Meielisalp 2009 Speakers:
Yohan Chalabi, ETH Zurich, CH
Christophe Dutang, University of Lyon, FR
Francisco Gochez, Mango Solutions, Chippenham, UK
Vincent Goulet, Ecole d'actuariat, Laval University, CA
Patrick Henaff, Merrill Lynch, Paris, FR
Stefano M. Iacus, Department of Economics, University of Milan, IT
Bryan Lewis, REvolution Computing, New Haven, US
David Luethi, Bank Leu, Zurich, CH
Mahendra Mehta, NeuralTechSoft, Mumbai, IN
Bernhard Pfaff, Invesco Investment, Frankfurt, DE
Thorsten Poddig, Universitaet Bremen, DE
Wolfgang Polasek, Institut for Advanced Studies, Vienna, AT
Jeff Ryan, insight algorithmics, Chicago, US
David Scott, University of Auckland, NZ
Simone Siragusa, University of Lugano, CH
Stefan Theussl, Wirtschaftsuniverstaet Wien, AT
Diethelm Wuertz, ETH and Rmetrics Association, Zurich, CH

Previous Workshops:

2nd R/Rmetrics-Summer Workshop June 29th - July 4th, 2008
Program 2008, Abstract Booklet 2008, Presentations 2008.

1st R/Rmetrics-Summer Workshop July 8th - 12th, 2007
Program 2007, Abstract Booklet 2007, Presentations 2007.






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The Rmetrics Documentation Project:
The first ebook on "Portfolio Optimization with R/Rmetrics" is now available - to preview a sample or order it, just click on the book cover.





Donations ...
The non-profit Rmetrics Association supports the open source Rmetrics Software in the public interest. Rmetrics has expenses and it is hoped that businesses that use it and make money through it will contribute back to help make Rmetrics the best open source software in computational finance and financial engineering.





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