fExpressCertificates: fExpressCertificates - Structured Products Valuation for ExpressCertificates/Autocallables

Collection of pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables)

AuthorStefan Wilhelm
Date of publication2013-08-30 19:24:44
MaintainerStefan Wilhelm <stefan.wilhelm@financial.com>
LicenseGPL (>= 2)
Version1.2
http://www.r-project.org

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Files in this package

fExpressCertificates
fExpressCertificates/inst
fExpressCertificates/inst/doc
fExpressCertificates/inst/doc/index.html
fExpressCertificates/inst/doc/ML0AN5.pdf
fExpressCertificates/inst/doc/DE000BLB2488.pdf
fExpressCertificates/inst/doc/LBB10Y.pdf
fExpressCertificates/NAMESPACE
fExpressCertificates/NEWS
fExpressCertificates/R
fExpressCertificates/R/ExpressCertificates-MC.R
fExpressCertificates/R/Probabilities.R
fExpressCertificates/R/GeometricBrownianMotion.R
fExpressCertificates/R/simExpressPrice.R
fExpressCertificates/R/ExpressCertificates.R
fExpressCertificates/R/BrownianMotion.R
fExpressCertificates/R/stopProbabilities.R
fExpressCertificates/R/simPricesAndMinimum.R
fExpressCertificates/R/BrownianBridge.R
fExpressCertificates/MD5
fExpressCertificates/DESCRIPTION
fExpressCertificates/man
fExpressCertificates/man/calcRedemptionProbabilities.Rd fExpressCertificates/man/SimulateExpressCertificate.Rd fExpressCertificates/man/getRedemptionTime.Rd fExpressCertificates/man/payoffExpress.Rd fExpressCertificates/man/BrownianBridgeMinimum.Rd fExpressCertificates/man/calcGBMProbability.Rd fExpressCertificates/man/simPricesAndMinimumFromTruncatedGBM.Rd fExpressCertificates/man/calcBMProbability.Rd fExpressCertificates/man/print.express.certificate.Rd fExpressCertificates/man/MonteCarlo.ExpressCertificate.Classic.Rd fExpressCertificates/man/GeometricBrownianMotion.Rd fExpressCertificates/man/ExpressCertificate.Classic.Rd fExpressCertificates/man/simPricesAndMinimumFromGBM.Rd
fExpressCertificates/.Rinstignore

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