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ESGtoolkit (version 0.2.0)

Toolkit for Monte Carlo Simulations

Description

A toolkit for Monte Carlo Simulations in Finance, Economics, Insurance, Physics. Multiple simulation models can be created by combining building blocks provided in the package.

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Install

install.packages('ESGtoolkit')

Monthly Downloads

11

Version

0.2.0

License

file LICENSE

Maintainer

Thierry Moudiki

Last Published

June 7th, 2020

Functions in ESGtoolkit (0.2.0)

esgmccv

Convergence of Monte Carlo prices
esgcortest

Correlation tests for the shocks
esgplotts

Plot time series objects
simdiff

Simulation of diffusion processes.
esgdiscountfactor

Stochastic discount factors or discounted values
esgmartingaletest

Martingale and market consistency tests
esgplotbands

Plot time series percentiles and confidence intervals
simshocks

Underlying gaussian shocks for risk factors' simulation.
esgplotshocks

Visualize the dependence between 2 gaussian shocks
esgfwdrates

Instantaneous forward rates
esgmcprices

Estimation of discounted asset prices