fAsianOptions: EBM and Asian Option Valuation

Environment for teaching "Financial Engineering and Computational Finance"

Install the latest version of this package by entering the following in R:
install.packages("fAsianOptions")
AuthorDiethelm Wuertz and many others, see the SOURCE file
Date of publication2013-06-24 01:53:27
MaintainerYohan Chalabi <yohan.chalabi@rmetrics.org>
LicenseGPL (>= 2)
Version3010.79
http://www.rmetrics.org

View on CRAN

Functions

AbrahamsonAsianOptionMoments Man page
AsianOptionMoments Man page
BesselDI Man page
BesselDK Man page
BesselFunctions Man page
BesselI Man page
BesselK Man page
BoundsOnAsianOption Man page
CallPutParityAsianOption Man page
cgamma Man page
CurranThompsonAsianOption Man page
d2EBM Man page
dasymEBM Man page
dEBM Man page
derivative Man page
dgam Man page
djohnson Man page
dlognorm Man page
drgam Man page
DufresneAsianOptionMoments Man page
EBMAsianOptions Man page
EBMDistribution Man page
erf Man page
FuMadanWangTable Man page
FusaiTaglianiTable Man page
GammaFunctions Man page
GemanTable Man page
GemanYorAsianOption Man page
gGemanYor Man page
gLinetzky Man page
GramCharlierAsianOption Man page
hermiteH Man page
HypergeometricFunctions Man page
igamma Man page
kummerM Man page
kummerU Man page
LinetzkyAsianOption Man page
LinetzkyTable Man page
masian Man page
mjohnson Man page
mlognorm Man page
mnorm Man page
MomentMatchedAsianDensity Man page
MomentMatchedAsianOption Man page
mrgam Man page
pEBM Man page
pgam Man page
pjohnson Man page
plognorm Man page
Pochhammer Man page
prgam Man page
Psi Man page
RogerShiThompsonAsianOption Man page
Schroeder1AsianDensity Man page
Schroeder2AsianDensity Man page
ThompsonAsianOption Man page
TolmatzAsianDensity Man page
TolmatzAsianOption Man page
TolmatzAsianOptionMoments Man page
TolmatzAsianProbability Man page
TurnbullWakemanAsianOptionMoments Man page
VecerAsianOption Man page
whittakerM Man page
whittakerW Man page
WithDividendsAsianOption Man page
Yor1AsianDensity Man page
Yor2AsianDensity Man page
ZhangApproximateAsianOption Man page
ZhangAsianOption Man page
ZhangLongTable Man page
ZhangShortTable Man page
ZhangTable Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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