Crash course on R for financial and actuarial econometrics

Next Friday, I will give in Montréal a crash course entitled Econometric Modeling in Finance and Insurance with the R Language. Since IFM2 wanted this course to be an opportunity to discover R, the first part o fthe course will be on the R language. Slides can be downloaded from here.

(since the course is still scheduled, all comments and remarks are welcomed)

Arthur Charpentier
Arthur Charpentier
Arthur Charpentier, professor in Montréal, in Actuarial Science. Former professor-assistant at ENSAE Paristech, associate professor at Ecole Polytechnique and assistant professor… Read more

OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (February 8, 2013). Crash course on R for financial and actuarial econometrics. Freakonometrics. Retrieved August 17, 2026 from https://doi.org/10.58079/ouox


4 thoughts on “Crash course on R for financial and actuarial econometrics”

  1. Thanks for sharing this! The graphic part really opens my eyes as a beginner.
    Here are few comments:

    P16: a typo on the last line (Ris)
    P59: the example looks more like a variable scope issue rather than pass-by-value issue
    P104: I don’t think the left panel is a histogram

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