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fOptions (version 240.10068)
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
240.10068
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
November 17th, 2017
Functions in fOptions (240.10068)
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MultipleAssetsOptions
Valuation of Mutiple Assets Options
HestonNandiOptions
Option Price for the Heston-Nandi Garch Option Model
BasicAmericanOptions
Valuation of Basic American Options
MonteCarloOptions
Monte Carlo Valuation of Options
GammaFunctions
Gamma and Related Functions
BinaryOptions
Valuation of Binary Options
EBMAsianOptions
Exponential Brownian Motion Distributions
BarrierOptions
Valuation of Barrier Options
MultipleExercisesOptions
Valuation of Mutiple Exercises Options
HypergeometricFunctions
Confluent Hypergeometric Functions
LowDiscrepancy
Low Discrepancy Sequences
PlainVanillaOptions
Valuation of Plain Vanilla Options
EBMDistribution
Exponential Brownian Motion Distributions
CurrencyTranslatedOptions
Valuation of Currency Translated Options
BinomialTreeOptions
Binomial Tree Option Model
HestonNandiGarchFit
Heston-Nandi Garch(1,1) Modelling
AsianOptions
Valuation of Asian Options
BesselFunctions
Modified Bessel Functions
LookbackOptions
Valuation of Lookback Options