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RMOPI: Risk Management and Optimization for Portfolio Investment
Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) <doi:10.1137/080718061>).
Getting started
Browse package contents
Package details |
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| Author | Wei Ling [aut, cre], Yang Liu [aut] |
| Maintainer | Wei Ling <lingwei3418@163.com> |
| License | GPL (>= 2) |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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Try the RMOPI package in your browser
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