FER: Financial Engineering in R

R implementations of standard financial engineering codes; vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and SABR.

Getting started

Package details

AuthorJaehyuk Choi [aut, cre]
MaintainerJaehyuk Choi <pyfe@eml.cc>
LicenseGPL (>= 2)
Version0.94
URL https://github.com/PyFE/FE-R
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FER")

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FER documentation built on March 5, 2021, 5:06 p.m.