frmqa (0.1-5)
The Generalized Hyperbolic Distribution, Related Distributions and Their Applications in Finance.
http://cran.r-project.org/web/packages/frmqa
A collection of R and C++ functions to work with the generalized hyperbolic distribution, related distributions and their applications in financial risk management and quantitative analysis.
Maintainer:
Thanh T. Tran
Author(s): Thanh T. Tran
License: GPL (>= 2)
Uses: partitions, Rmpfr
Released 7 months ago.
4 previous versions
- frmqa_0.1-4. Released 7 months ago.
- frmqa_0.1-3. Released 10 months ago.
- frmqa_0.1-1. Released about 1 year ago.
- frmqa_0.1-0. Released about 1 year ago.
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