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)

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 July 17, 2024 from

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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