Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (3042.86) of this package.
Take me there.
fOptions (version 240.10067)
Rmetrics - Option Valuation
Description
Environment for teaching "Financial Engineering and Computational Finance"
Copy Link
Link to current version
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')
Monthly Downloads
1
Version
240.10067
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
November 17th, 2017
Functions in fOptions (240.10067)
Search all functions
HestonNandiGarchFit
Heston-Nandi Garch(1,1) Modelling
BinomialTreeOptions
Binomial Tree Option Model
MultipleAssetsOptions
Valuation of Mutiple Assets Options
AsianOptions
Valuation of Asian Options
CurrencyTranslatedOptions
Valuation of Currency Translated Options
BasicAmericanOptions
Valuation of Basic American Options
GammaFunctions
Gamma and Related Functions
MonteCarloOptions
Monte Carlo Valuation of Options
BarrierOptions
Valuation of Barrier Options
OptionsTools
fOptions Tools
LookbackOptions
Valuation of Lookback Options
EBMAsianOptions
Exponential Brownian Motion Distributions
EBMDistribution
Exponential Brownian Motion Distributions
HypergeometricFunctions
Confluent Hypergeometric Functions
LowDiscrepancy
Low Discrepancy Sequences
HestonNandiOptions
Option Price for the Heston-Nandi Garch Option Model
PlainVanillaOptions
Valuation of Plain Vanilla Options
BinaryOptions
Valuation of Binary Options
MultipleExercisesOptions
Valuation of Mutiple Exercises Options
BesselFunctions
Modified Bessel Functions