Files in NMOF
Numerical Methods and Optimization in Finance

MD5
NEWS
README.md
NAMESPACE
DESCRIPTION
R/options.R R/testFun.R R/bundFuture.R R/restartOpt.R R/MA.R R/xtContractValue.R R/drawdown.R R/EuropeanCallBE.R R/randomReturns.R R/TAopt.R R/divRatio.R R/CPPIgap.R R/callCF.R R/colSubset.R R/portfolio.R R/callHestoncf.R R/resampleC.R R/NS.R R/NSf.R R/SAopt.R R/pm.R R/internals.R R/PSopt.R R/DEopt.R R/repairMatrix.R R/GAopt.R R/integrate.R R/qTable.R R/bracket.R R/mc.R R/market_data.R R/EuropeanCall.R R/greedySearch.R R/bonds.R R/showExample.R R/LSopt.R R/callMerton.R R/gridSearch.R
inst/CITATION
inst/doc/LSselect.Rnw
inst/doc/An_overview.Rnw
inst/doc/TAportfolio.R inst/doc/An_overview.pdf
inst/doc/portfolio.Rnw
inst/doc/NMOF.bib
inst/doc/portfolio.pdf inst/doc/An_overview.R inst/doc/DEnss.pdf inst/doc/repair.pdf inst/doc/DEnss.R
inst/doc/repair.Rnw
inst/doc/DEnss.Rnw
inst/doc/portfolio.R
inst/doc/TAportfolio.Rnw
inst/doc/vectorise.pdf
inst/doc/PSlms.Rnw
inst/doc/qTableEx.pdf inst/doc/LSselect.pdf inst/doc/PSlms.pdf
inst/doc/qTableEx.Rnw
inst/doc/LSqueens.R inst/doc/vectorise.R inst/doc/TAportfolio.pdf
inst/doc/vectorise.Rnw
inst/doc/PSlms.R inst/doc/LSqueens.pdf inst/doc/qTableEx.R inst/doc/repair.R
inst/doc/LSqueens.Rnw
inst/doc/LSselect.R inst/book/2ed/07_Modeling_dependencies/R/Gaussian2.R inst/book/2ed/07_Modeling_dependencies/R/randn.R inst/book/2ed/07_Modeling_dependencies/R/Spearman.R inst/book/2ed/07_Modeling_dependencies/R/tria.R inst/book/2ed/14_Portfolio_optimization/R/Portfolio_Optimization.R inst/book/2ed/12_Heuristic_methods_in_a_nutshell/R/Heuristics.R inst/book/2ed/12_Heuristic_methods_in_a_nutshell/R/Appendix_NMOF_heuristics.R inst/book/2ed/13_Heuristics_-_a_tutorial/R/Heuristics_tutorial.R inst/book/2ed/01_Introduction/R/Introduction.R inst/book/2ed/15_Backtesting/R/Backtesting.R inst/book/2ed/15_Backtesting/R/Appendix_parallel.R inst/book/2ed/03_Linear_equations_and_Least_Squares_problems/R/Appendix_linear_systems.R inst/book/2ed/17_Calibrating_option_pricing_models/R/Option_Calibration.R inst/book/2ed/16_Econometric_models/R/Econometric_models.R inst/book/2ed/16_Econometric_models/R/GARCHDEopt.R inst/book/2ed/05_Binomial_trees/R/Binomial_Trees.R inst/book/1ed/C-Introduction/R/equations.R inst/book/1ed/C-HeuristicsNutshell/R/fastMA.R inst/book/1ed/C-PortfolioOptimization/R/exampleOF.R inst/book/1ed/C-PortfolioOptimization/R/exampleLS.R inst/book/1ed/C-PortfolioOptimization/R/sumSquares.R inst/book/1ed/C-PortfolioOptimization/R/returns.R inst/book/1ed/C-PortfolioOptimization/R/portOpt3.R inst/book/1ed/C-PortfolioOptimization/R/diagonalmult.R inst/book/1ed/C-PortfolioOptimization/R/portOpt2.R inst/book/1ed/C-PortfolioOptimization/R/pmcm.R inst/book/1ed/C-PortfolioOptimization/R/LSabbr.R inst/book/1ed/C-PortfolioOptimization/R/exampleSquaredRets2.R inst/book/1ed/C-PortfolioOptimization/R/exampleSquaredRets.R inst/book/1ed/C-PortfolioOptimization/R/repairMatrix.R inst/book/1ed/C-PortfolioOptimization/R/portOpt1.R inst/book/1ed/C-PortfolioOptimization/R/inR.R inst/book/1ed/C-PortfolioOptimization/R/exampleApply.R inst/book/1ed/C-PortfolioOptimization/R/exampleRatio.R inst/book/1ed/C-PortfolioOptimization/R/frontier.R inst/book/1ed/C-OptionCalibration/R/callHestoncf.R inst/book/1ed/C-EconometricModels/R/exampleLS2.R inst/book/1ed/C-EconometricModels/R/example1.R inst/book/1ed/C-EconometricModels/R/DEabbr.R inst/book/1ed/C-EconometricModels/R/exampleLS.R inst/book/1ed/C-EconometricModels/R/example1b.R inst/book/1ed/C-EconometricModels/R/newton.R inst/book/1ed/C-EconometricModels/R/portReg.R inst/book/1ed/C-EconometricModels/R/PSabbr.R inst/book/1ed/C-EconometricModels/R/example2.R inst/book/1ed/C-EconometricModels/R/NSf.R inst/book/1ed/C-EconometricModels/R/exampleLoop.R inst/book/1ed/C-EconometricModels/R/exampleRobust.R inst/book/1ed/C-EconometricModels/R/example3data.R inst/book/1ed/C-EconometricModels/R/portRegMV.R inst/book/1ed/C-EconometricModels/R/genData.R inst/book/1ed/C-EconometricModels/R/example4data.R inst/book/1ed/C-EconometricModels/R/comparisonLMS.R inst/book/1ed/C-ModelingDependencies/R/Gaussian2.R inst/book/1ed/C-ModelingDependencies/R/randn.R inst/book/1ed/C-ModelingDependencies/R/Spearman.R inst/book/1ed/C-ModelingDependencies/R/tria.R inst/book/1ed/C-BinomialTrees/R/EuropeanCallBE.R inst/book/1ed/C-BinomialTrees/R/EuropeanCall.R inst/unitTests/unitTestsLSopt.R inst/unitTests/unitTestsSAopt.R inst/unitTests/unitTests_market.R inst/unitTests/unitTestsPSopt.R inst/unitTests/unitTestsOptions.R inst/unitTests/unitTestsRestartOpt.R inst/unitTests/unitTestsDEopt.R
inst/unitTests/test_results.txt
inst/unitTests/runTests.R inst/unitTests/unitTestscallCF.R inst/unitTests/unitTestsBonds.R inst/unitTests/unitTests_mc.R inst/unitTests/unitTests2.R inst/unitTests/unitTestsTAopt.R inst/unitTests/unitTestsGAopt.R inst/unitTests/unitTestsPCparity.R inst/unitTests/unitTestsMA.R inst/unitTests/unitTestsInternals.R inst/NMOFex/NMOFman.R
inst/NMOFex/README
inst/NMOFex/NMOFex.R inst/NMOFex/NMOFdist.R inst/tinytest/test_French.R inst/tinytest/test_gridSearch.R inst/tinytest/test_mc.R inst/tinytest/test_Ritter.R inst/tinytest/test_options.R inst/tinytest/test_trackingPortfolio.R inst/tinytest/test_barrier_options.R inst/tinytest/test_portfolio.R inst/tinytest/test_randomReturns.R
build/vignette.rds
build/partial.rdb
tests/README
tests/tinytest.R
vignettes/LSselect.Rnw
vignettes/An_overview.Rnw
vignettes/.install_extras
vignettes/portfolio.Rnw
vignettes/NMOF.bib
vignettes/repair.Rnw
vignettes/DEnss.Rnw
vignettes/TAportfolio.Rnw
vignettes/PSlms.Rnw
vignettes/qTableEx.Rnw
vignettes/vectorise.Rnw
vignettes/LSqueens.Rnw
data/optionData.RData
data/bundData.RData
data/fundData.RData
man/Shiller.Rd man/divRatio.Rd man/restartOpt.Rd man/bundData.Rd man/LSopt.Rd man/testFunctions.Rd man/NMOF-package.Rd man/TAopt.Rd man/minCVaR.Rd man/bracketing.Rd man/repairMatrix.Rd man/French.Rd man/MA.Rd man/xtContractValue.Rd man/SAopt.Rd man/CPPI.Rd man/NMOF-internal.Rd man/xwGauss.Rd man/GAopt.Rd man/callMerton.Rd man/drawdown.Rd man/NS.Rd man/callCF.Rd man/pm.Rd man/Ritter.Rd man/greedySearch.Rd man/bonds.Rd man/LS.info.Rd man/mvFrontier.Rd man/showExample.Rd man/optionData.Rd man/callHestoncf.Rd man/bundFuture.Rd man/qTable.Rd man/EuropeanCall.Rd man/PSopt.Rd man/DEopt.Rd man/mc.Rd man/trackingPortfolio.Rd man/resampleC.Rd man/colSubset.Rd man/minMAD.Rd man/SA.info.Rd man/NSf.Rd man/fundData.Rd man/maxSharpe.Rd man/options.Rd man/gridSearch.Rd man/TA.info.Rd man/randomReturns.Rd man/putCallParity.Rd man/minvar.Rd
NMOF documentation built on Oct. 20, 2023, 9:07 a.m.