fExpressCertificates (1.3)

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Structured Products Valuation for ExpressCertificates/Autocallables.

https://www.r-project.org
http://cran.r-project.org/web/packages/fExpressCertificates

Provides pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables).

Maintainer: Stefan Wilhelm
Author(s): Stefan Wilhelm

License: GPL (>= 2)

Uses: fCertificates, fExoticOptions, fOptions, Matrix, mvtnorm, tmvtnorm

Released about 1 year ago.


1 previous version

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