frmqa (version 0.1-5)

The Generalized Hyperbolic Distribution, Related Distributions and Their Applications in Finance

Description

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.

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Install

install.packages('frmqa')

Monthly Downloads

51

Version

0.1-5

License

GPL (>= 2)

Maintainer

Last Published

November 2nd, 2012

Functions in frmqa (0.1-5)