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fOptions (version 191.10057)
Financial Software Collection - fOptions
Description
fOptions Library from Rmetrics - Rmetrics is an Environment and Software Collection for teaching "Financial Engineering and Computational Finance"
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Version
Version
3042.86
3022.85
3010.83
2160.82
2160.81
2160.80
2140.79
2110.78
2110.77
2100.76
290.75
270.74
270.73
260.72
251.70
241.68
240.10068
240.10067
221.10065
220.10063
201.10060
201.10059
200.10058
191.10057
Install
install.packages('fOptions')
Version
191.10057
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
November 17th, 2017
Functions in fOptions (191.10057)
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BasicAmericanOptions
Valuation of Basic American Options
FXTransOptions
Valuation of Currency Translated Options
BinaryOptions
Valuation of Binary Options
AsianOptions
Valuation of Asian Options
MultExercisesOptions
Valuation of Mutiple Exercises Options
LookbackOptions
Valuation of Lookback Options
BinomialTreeOptions
Binomial Tree Option Model
hngarchFit
Heston-Nandi Garch(1,1) Modelling
BarrierOptions
Valuation of Barrier Options
fOptionsTools
fOptions Tools
LowDiscrepancy
Low Discrepancy Sequences
HestonNandiOption
Option Price for the Heston-Nandi Garch Option Model
PlainVanillaOptions
Valuation of Plain Vanilla Options
MonteCarloOptions
Monte Carlo Valuation of Options
MultAssetsOptions
Valuation of Mutiple Assets Options