fExpressCertificates: fExpressCertificates - Structured Products Valuation for ExpressCertificates/Autocallables
Version 1.2

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

Getting started

Package details

AuthorStefan Wilhelm
Date of publication2013-08-30 19:24:44
MaintainerStefan Wilhelm <stefan.wilhelm@financial.com>
LicenseGPL (>= 2)
Version1.2
URL http://www.r-project.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fExpressCertificates")

Try the fExpressCertificates package in your browser

Any scripts or data that you put into this service are public.

fExpressCertificates documentation built on May 29, 2017, 12:19 p.m.