SMFI5: R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering'

R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering', by Bruno Remillard, CRC Press, (2013).

AuthorBruno Remillard
Date of publication2013-05-18 01:56:20
MaintainerBruno Remillard <bruno.remillard@hec.ca>
LicenseGPL (>= 2)
Version1.0
http://www.r-project.org
http://www.brunoremillard.com

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Functions

bond.cir Man page
bond.vasicek Man page
data.cir Man page
data.vasicek Man page
est.cir Man page
est.feller Man page
est.ou Man page
est.vasicek Man page
get.cir.param Man page
get.vasicek.param Man page
LogLikCIR Man page
LogLikFeller Man page
LogLikOU Man page
LogLikVasicek Man page
num.jacobian Man page
sim.cir Man page
sim.n.chi2 Man page
sim.vasicek Man page

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