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fOptions (version 220.10063)
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
Install
install.packages('fOptions')
Version
220.10063
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
November 17th, 2017
Functions in fOptions (220.10063)
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BarrierOptions
Valuation of Barrier Options
PlainVanillaOptions
Valuation of Plain Vanilla Options
BasicAmericanOptions
Valuation of Basic American Options
EBMAsianOptions
Exponential Brownian Motion Distributions
GammaFunctions
Gamma and Related Functions
HestonNandiOptions
Option Price for the Heston-Nandi Garch Option Model
MultipleAssetsOptions
Valuation of Mutiple Assets Options
MultipleExercisesOptions
Valuation of Mutiple Exercises Options
AsianOptions
Valuation of Asian Options
EBMDistribution
Exponential Brownian Motion Distributions
OptionsTools
fOptions Tools
BinomialTreeOptions
Binomial Tree Option Model
HestonNandiGarchFit
Heston-Nandi Garch(1,1) Modelling
MonteCarloOptions
Monte Carlo Valuation of Options
BesselFunctions
Modified Bessel Functions
HypergeometricFunctions
Confluent Hypergeometric Functions
LowDiscrepancy
Low Discrepancy Sequences
BinaryOptions
Valuation of Binary Options
CurrencyTranslatedOptions
Valuation of Currency Translated Options
LookbackOptions
Valuation of Lookback Options