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fExoticOptions (version 290.75)

Exotic Option Valuation

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fExoticOptions')

Monthly Downloads

33

Version

290.75

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

April 16th, 2009

Functions in fExoticOptions (290.75)

BinaryOptions

Valuation of Binary Options
MultipleAssetsOptions

Valuation of Mutiple Assets Options
LookbackOptions

Valuation of Lookback Options
MultipleExercisesOptions

Valuation of Mutiple Exercises Options
BarrierOptions

Valuation of Barrier Options
AsianOptions

Valuation of Asian Options
CurrencyTranslatedOptions

Valuation of Currency Translated Options