fAsianOptions (3000.78)
EBM and Asian Option Valuation.
http://www.rmetrics.org
http://cran.r-project.org/web/packages/fAsianOptions
Environment for teaching "Financial Engineering and Computational Finance"
Maintainer:
Yohan Chalabi
Author(s): Diethelm Wuertz and many others, see the SOURCE file
License: GPL (>= 2)
Uses: fBasics, fOptions, timeDate, timeSeries, RUnit
Reverse depends: prob, Rmetrics
Released 3 months ago.
4 previous versions
- fAsianOptions_2160.77. Released about 1 year ago.
- fAsianOptions_2100.76. Released over 3 years ago.
- fAsianOptions_290.75. Released about 4 years ago.
- fAsianOptions_260.72. Released over 12 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of fAsianOptions yet. Want to be the first? Write one now.
Related packages: ChainLadder, CreditMetrics, FracSim, MSBVAR, POT, PerformanceAnalytics, Rcmdr, TSdbi, TTR, Zelig, backtest, car, copula, dlm, dse, dyn, dynlm, evd, evdbayes, evir … (20 best matches, based on common tags.)
Search for fAsianOptions on google, google scholar, r-help, r-devel.
Visit fAsianOptions on R Graphical Manual.