fAsianOptions: EBM and Asian Option Valuation

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Environment for teaching "Financial Engineering and Computational Finance"

Author
Diethelm Wuertz and many others, see the SOURCE file
Date of publication
2013-06-24 01:53:27
Maintainer
Yohan Chalabi <yohan.chalabi@rmetrics.org>
License
GPL (>= 2)
Version
3010.79
URLs

View on CRAN

Man pages

BesselFunctions
Modified Bessel Functions
EBMAsianOptions
Exponential Brownian Motion Distributions
EBMDistribution
Exponential Brownian Motion Distributions
GammaFunctions
Gamma and Related Functions
HypergeometricFunctions
Confluent Hypergeometric Functions

Files in this package

fAsianOptions
fAsianOptions/MD5
fAsianOptions/tests
fAsianOptions/tests/doRUnit.R
fAsianOptions/src
fAsianOptions/src/Makevars
fAsianOptions/src/HypergeometricFunctions.f
fAsianOptions/src/GammaFunctions.f
fAsianOptions/src/EBMAsianOptions.f
fAsianOptions/man
fAsianOptions/man/HypergeometricFunctions.Rd
fAsianOptions/man/GammaFunctions.Rd
fAsianOptions/man/EBMDistribution.Rd
fAsianOptions/man/EBMAsianOptions.Rd
fAsianOptions/man/BesselFunctions.Rd
fAsianOptions/inst
fAsianOptions/inst/unitTests
fAsianOptions/inst/unitTests/runit.HypergeometricFunctions.R
fAsianOptions/inst/unitTests/runit.GammaFunctions.R
fAsianOptions/inst/unitTests/runit.EBMDistribution.R
fAsianOptions/inst/unitTests/runit.EBMAsianOptions.R
fAsianOptions/inst/unitTests/runit.BesselFunctions.R
fAsianOptions/inst/unitTests/runTests.R
fAsianOptions/inst/unitTests/Makefile
fAsianOptions/inst/COPYRIGHT.html
fAsianOptions/R
fAsianOptions/R/zzz.R
fAsianOptions/R/HypergeometricFunctions.R
fAsianOptions/R/GammaFunctions.R
fAsianOptions/R/EBMDistribution.R
fAsianOptions/R/EBMAsianOptions.R
fAsianOptions/R/BesselFunctions.R
fAsianOptions/NAMESPACE
fAsianOptions/DESCRIPTION
fAsianOptions/ChangeLog