frmqa (0.1-5)

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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 over 4 years ago.


4 previous versions

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