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
Browse package contents
Package details |
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| Maintainer | Avery Loftin <loftina@wit.edu> |
| License | CC0 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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