fOptions: Rmetrics - Pricing and Evaluating Basic Options

Environment for teaching "Financial Engineering and Computational Finance". Pricing and Evaluating Basic Options.

AuthorRmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication2015-11-09 17:23:12
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3022.85
http://www.rmetrics.org

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Files in this package

fOptions
fOptions/inst
fOptions/inst/COPYRIGHT.html
fOptions/inst/unitTests
fOptions/inst/unitTests/Makefile
fOptions/inst/unitTests/runit.BasicAmericanOptions.R
fOptions/inst/unitTests/runit.PlainVanillaOptions.R
fOptions/inst/unitTests/runit.HestonnandiGarchOption.R
fOptions/inst/unitTests/runit.BinomialTreeOptions.R
fOptions/inst/unitTests/runit.MonteCarloOptions.R
fOptions/inst/unitTests/runit.LowDiscrepancy.R
fOptions/inst/unitTests/runTests.R
fOptions/inst/unitTests/runit.HestonNandiGarchFit.R
fOptions/tests
fOptions/tests/doRUnit.R
fOptions/src
fOptions/src/Makevars
fOptions/src/LowDiscrepancy.f
fOptions/NAMESPACE
fOptions/R
fOptions/R/BasicAmericanOptions.R fOptions/R/LowDiscrepancy.R fOptions/R/MonteCarloOptions.R fOptions/R/BinomialTreeOptions.R fOptions/R/HestonNandiGarchFit.R fOptions/R/HestonNandiOptions.R fOptions/R/fOptionsEnv.R fOptions/R/PlainVanillaOptions.R fOptions/R/zzz.R
fOptions/MD5
fOptions/DESCRIPTION
fOptions/ChangeLog
fOptions/man
fOptions/man/MonteCarloOptions.Rd fOptions/man/LowDiscrepancy.Rd fOptions/man/PlainVanillaOptions.Rd fOptions/man/HestonNandiGarchFit.Rd fOptions/man/HestonNandiOptions.Rd fOptions/man/BasicAmericanOptions.Rd fOptions/man/BinomialTreeOptions.Rd fOptions/man/00fOptions-package.Rd

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