m4fe: Models for Financial Economics

Provides binomial tree models for European, American and Asian Options as well as Interest Rates. Monte Carlo Simulation and Methods for Solving Differential Equations are also included.

Getting started

Package details

AuthorNathan Esau <nesau@sfu.ca>
MaintainerNathan Esau <nesau@sfu.ca>
Package repositoryView on CRAN
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m4fe documentation built on May 29, 2017, 9:40 p.m.