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I need to write a short guide for one of my course. Can you help me write the R codes using example (of your choice) datasets for the following topics:
Value at risk with:
skewed t distribution,
Implementing any personally developed distribution (codes will be used, you need to show how to incorporate it)
Monte Carlo simulation
These can be provided in form of a single document with short notes on each of the above (with simple theoretical notes and references but intensive in how to use R programming/codes) to help me teaching the topics.
I will appreciate if you provide all the relevant codes (used in examples) and their sources.
I will acknowledge your work in my teaching and promote you in academic community.
More work in future is waiting for you if you satisfied me with this.