Diethelm Wuertz
Author or maintainer of the following packages:
fArma
Environment for teaching "Financial Engineering andComputational Finance"
fAsianOptions
Environment for teaching "Financial Engineering andComputational Finance"
fAssets
Environment for teaching"Financial Engineering and Computational Finance".
fBasics
Environment for teaching"Financial Engineering and Computational Finance".
fBonds
Environment for teaching "Financial Engineering andComputational Finance"
fCopulae
Environment for teaching"Financial Engineering and Computational Finance".
fExoticOptions
Environment for teaching "Financial Engineering andComputational Finance"
fExtremes
Environment for teaching "Financial Engineering andComputational Finance"
fGarch
Environment for teaching "Financial Engineering and
Computational Finance".
fImport
Environment for teaching "Financial Engineering andComputational Finance"
fMultivar
Environment for teaching"Financial Engineering and Computational Finance"
fNonlinear
Environment for teaching "Financial Engineering and
Computational Finance"
fOptions
Environment for teaching
"Financial Engineering and Computational Finance".
Pricing and Evaluating B...
fPortfolio
Environment for teaching"Financial Engineering and Computational Finance".
fRegression
Environment for teaching
"Financial Engineering and Computational Finance".
fTrading
Environment for teaching "Financial Engineering andComputational Finance"
fUnitRoots
Environment for teaching "Financial Engineering andComputational Finance"
GEVStableGarch
Package for simulation and estimation of ARMA-GARCH/APARCH models with GEV and stable distributions.
gldist
The generalized lambda distribution (GLD) is a versatile
distribution that can accommodate a wide ra...
PerformanceAnalytics
Collection of econometric functions forperformance and risk analysis. This package aims to a...
stabledist
Density, Probability and Quantile functions, and random number
generation for (skew) stable distribu...
timeDate
Environment for teaching
"Financial Engineering and Computational Finance".
Managing chronological a...
timeSeries
Environment for teaching"Financial Engineering and Computational Finance".Managing f...
Impact Percentile
100
Number of Packages
23
Package Downloads
1,031,270
Citations
15