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.

Install the latest version of this package by entering the following in R:
install.packages("frmqa")
AuthorThanh T. Tran
Date of publication2012-11-02 09:15:35
MaintainerThanh T. Tran <frmqa.package@gmail.com>
LicenseGPL (>= 2)
Version0.1-5

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