frmqa (0.1-3)

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: Does not use any package

Released over 7 years ago.