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fOptions (version 221.10065)
Rmetrics - Option Valuation
Description
Environment 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
221.10065
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
November 17th, 2017
Functions in fOptions (221.10065)
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MultipleExercisesOptions
Valuation of Mutiple Exercises Options
AsianOptions
Valuation of Asian Options
BinomialTreeOptions
Binomial Tree Option Model
MultipleAssetsOptions
Valuation of Mutiple Assets Options
LookbackOptions
Valuation of Lookback Options
PlainVanillaOptions
Valuation of Plain Vanilla Options
CurrencyTranslatedOptions
Valuation of Currency Translated Options
BasicAmericanOptions
Valuation of Basic American Options
MonteCarloOptions
Monte Carlo Valuation of Options
EBMAsianOptions
Exponential Brownian Motion Distributions
BinaryOptions
Valuation of Binary Options
EBMDistribution
Exponential Brownian Motion Distributions
BesselFunctions
Modified Bessel Functions
HestonNandiGarchFit
Heston-Nandi Garch(1,1) Modelling
BarrierOptions
Valuation of Barrier Options
HypergeometricFunctions
Confluent Hypergeometric Functions
GammaFunctions
Gamma and Related Functions
LowDiscrepancy
Low Discrepancy Sequences
HestonNandiOptions
Option Price for the Heston-Nandi Garch Option Model
OptionsTools
fOptions Tools