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fOptions (version 251.70)
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')
Monthly Downloads
1
Version
251.70
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
November 17th, 2017
Functions in fOptions (251.70)
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HestonNandiOptions
Option Price for the Heston-Nandi Garch Option Model
MultipleAssetsOptions
Valuation of Mutiple Assets Options
BesselFunctions
Modified Bessel Functions
CurrencyTranslatedOptions
Valuation of Currency Translated Options
HestonNandiGarchFit
Heston-Nandi Garch(1,1) Modelling
BinomialTreeOptions
Binomial Tree Option Model
GammaFunctions
Gamma and Related Functions
MonteCarloOptions
Monte Carlo Valuation of Options
BarrierOptions
Valuation of Barrier Options
LookbackOptions
Valuation of Lookback Options
HypergeometricFunctions
Confluent Hypergeometric Functions
BinaryOptions
Valuation of Binary Options
EBMDistribution
Exponential Brownian Motion Distributions
BasicAmericanOptions
Valuation of Basic American Options
EBMAsianOptions
Exponential Brownian Motion Distributions
AsianOptions
Valuation of Asian Options
MultipleExercisesOptions
Valuation of Mutiple Exercises Options
LowDiscrepancy
Low Discrepancy Sequences
PlainVanillaOptions
Valuation of Plain Vanilla Options
