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fOptions (version 201.10059)
Financial Software Collection - fOptions
Description
fOptions 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
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Install
install.packages('fOptions')
Monthly Downloads
2
Version
201.10059
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Functions in fOptions (201.10059)
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MultipleExercisesOptions
Valuation of Mutiple Exercises Options
GammaFunctions
Gamma and Related Functions
PlainVanillaOptions
Valuation of Plain Vanilla Options
HypergeometricFunctions
Confluent Hypergeometric Functions
CurrencyTranslatedOptions
Valuation of Currency Translated Options
HestonNandiGarchFit
Heston-Nandi Garch(1,1) Modelling
EBMAsianOptions
Exponential Brownian Motion Distributions
HestonNandiOptions
Option Price for the Heston-Nandi Garch Option Model
LookbackOptions
Valuation of Lookback Options
MonteCarloOptions
Monte Carlo Valuation of Options
BarrierOptions
Valuation of Barrier Options
OptionsTools
fOptions Tools
MultipleAssetsOptions
Valuation of Mutiple Assets Options
LowDiscrepancy
Low Discrepancy Sequences
EBMDistribution
Exponential Brownian Motion Distributions
AsianOptions
Valuation of Asian Options
BasicAmericanOptions
Valuation of Basic American Options
BinomialTreeOptions
Binomial Tree Option Model
BesselFunctions
Modified Bessel Functions
BinaryOptions
Valuation of Binary Options