opefimor-package: Option Pricing and Estimation of Financial Models in R

In opefimor: Option Pricing and Estimation of Financial Models in R

Description

Companion package to the book Option Pricing and Estimation of Financial Models in R, Wiley, Chichester. ISBN: 978-0-470-74584-7.

Details

This package contain all the code used in the book. The files are collected by chapters 2 to 9 and the two appendixes (A and B).

The files are accessible from the folder inst of this package. Please see the examples.

Author(s)

Stefano M. Iacus

Examples

setwd(file.path(.libPaths()[1],"opefimor","book"))
dir()

Example output

opefimor 1.2
Companion package to the book
'Option Pricing and Estimation of Financial Models in R'
Wiley, Chichester, S.M. Iacus (2011).
For more informations type  'vignette("opefimor")' or ?opefimor
 [1] "appA.R" "appB.R" "cap2.R" "cap3.R" "cap4.R" "cap5.R" "cap6.R" "cap7.R"
 [9] "cap8.R" "cap9.R"

opefimor documentation built on May 29, 2017, 9:53 p.m.