# Tools for Quantitative Risk Management

## Documentation for package ‘qrmtools’ version 0.0-7

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Code demos. Use demo() to run them.

## Help Pages

ABRA | Worst and Best Value-at-Risk and Best Expected Shortfall for Given Marginals
ARA | Worst and Best Value-at-Risk and Best Expected Shortfall for Given Marginals
Black_Scholes | Black-Scholes formula and the Greeks
Black_Scholes_Greeks | Black-Scholes formula and the Greeks
block_rearrange | Worst and Best Value-at-Risk and Best Expected Shortfall for Given Marginals
catch | Catching Results, Warnings and Errors Simultaneously
crude_VaR_bounds | Worst and Best Value-at-Risk and Best Expected Shortfall for Given Marginals
dGEV | Generalized Extreme Value Distribution
dGPD | (Generalized) Pareto Distribution
dPar | (Generalized) Pareto Distribution
dual_bound | Worst and Best Value-at-Risk and Best Expected Shortfall for Given Marginals
ES_np | Risk Measures
ES_Par | Risk Measures
ES_t | Risk Measures
fit_ARMA_GARCH | Fitting ARMA-GARCH Processes
get_data | Tools for Getting and Working with Data
gEX | Risk Measures
gVaR | Risk Measures
matrix_density_plot | Density Plot of the Values from a Lower Triangular Matrix
matrix_plot | Graphical Tool for Visualizing Matrices
NA_plot | Graphical Tool for Visualizing NAs in a Data Set
pGEV | Generalized Extreme Value Distribution
pGPD | (Generalized) Pareto Distribution
pPar | (Generalized) Pareto Distribution
pp_plot | P-P and Q-Q Plots
qGEV | Generalized Extreme Value Distribution
qGPD | (Generalized) Pareto Distribution
qPar | (Generalized) Pareto Distribution
qq_plot | P-P and Q-Q Plots
RA | Worst and Best Value-at-Risk and Best Expected Shortfall for Given Marginals
rearrange | Worst and Best Value-at-Risk and Best Expected Shortfall for Given Marginals
returns | Computing Returns and Inverse Transformation
rGEV | Generalized Extreme Value Distribution
rGPD | (Generalized) Pareto Distribution
rPar | (Generalized) Pareto Distribution
VaR_bounds_hom | Worst and Best Value-at-Risk and Best Expected Shortfall for Given Marginals
VaR_np | Risk Measures
VaR_Par | Risk Measures
VaR_t | Risk Measures