loftina/FinMod: Financial Models for Variance and Volatility

Provides functions to facilitate the use of the Hull-White, Heston, and Barndorff-Nielsen and Shephard models to model the variance or volatility of financial assets.

Getting started

Package details

MaintainerAvery Loftin <[email protected]>
LicenseCC0
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("loftina/FinMod")
loftina/FinMod documentation built on May 26, 2019, 10:35 a.m.