Learn R Programming

⚠️There's a newer version (3042.80) of this package.Take me there.

fExoticOptions (version 270.74)

Exotic Option Valuation

Description

Environment for teaching "Financial Engineering and Computational Finance"

Copy Link

Version

Install

install.packages('fExoticOptions')

Monthly Downloads

33

Version

270.74

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

November 17th, 2017

Functions in fExoticOptions (270.74)

CurrencyTranslatedOptions

Valuation of Currency Translated Options
AsianOptions

Valuation of Asian Options
MultipleExercisesOptions

Valuation of Mutiple Exercises Options
MultipleAssetsOptions

Valuation of Mutiple Assets Options
BarrierOptions

Valuation of Barrier Options
LookbackOptions

Valuation of Lookback Options
BinaryOptions

Valuation of Binary Options