frmqa: The Generalized Hyperbolic Distribution, Related Distributions and Their Applications in Finance

A collection of R and C++ functions to work with the generalized hyperbolic distribution, related distributions and their applications in financial risk management and quantitative analysis.

Package details

AuthorThanh T. Tran
MaintainerThanh T. Tran <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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frmqa documentation built on May 30, 2017, 3:26 a.m.