frmqa: The Generalized Hyperbolic Distribution, Related Distributions and Their Applications in Finance
Version 0.1-5

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
Date of publication2012-11-02 09:15:35
MaintainerThanh T. Tran <[email protected]>
LicenseGPL (>= 2)
Version0.1-5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("frmqa")

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frmqa documentation built on May 30, 2017, 3:26 a.m.