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frmqa (version 0.1-0)

Financial Risk Management and Quantitative Analysis

Description

R and C++ functions for financial risk management and quantative analysis, using the generalized perbolic and its related distributions.

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Version

Install

install.packages('frmqa')

Monthly Downloads

34

Version

0.1-0

License

GPL (>= 2)

Maintainer

Thanh Tran

Last Published

April 17th, 2012

Functions in frmqa (0.1-0)

besselK_inc_clo

Exact Calculation of the Incomplete Bessel K Function
besselK_app_ser

Asymptotic Approximations of the Modified Bessel K Function
frmqa-package

An R Package for Financial Risk Management and Quantitative Analysis