fAsianOptions: Rmetrics - EBM and Asian Option Valuation

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Environment for teaching "Financial Engineering and Computational Finance"

Author
Rmetrics Core Team, Diethelm Wuertz [aut, cre]
Date of publication
2014-11-11 12:06:43
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
GPL (>= 2)
Version
3010.81
URLs

View on R-Forge

Man pages

00fAsianOptions-package
EBM and Asian Option Valuation
BesselFunctions
Modified Bessel Functions
EBMAsianOptions
Exponential Brownian Motion Distributions
EBMDistribution
Exponential Brownian Motion Distributions
GammaFunctions
Gamma and Related Functions
HypergeometricFunctions
Confluent Hypergeometric Functions

Files in this package

fAsianOptions/ChangeLog
fAsianOptions/DESCRIPTION
fAsianOptions/NAMESPACE
fAsianOptions/R
fAsianOptions/R/BesselFunctions.R
fAsianOptions/R/EBMAsianOptions.R
fAsianOptions/R/EBMDistribution.R
fAsianOptions/R/GammaFunctions.R
fAsianOptions/R/HypergeometricFunctions.R
fAsianOptions/R/zzz.R
fAsianOptions/inst
fAsianOptions/inst/unitTests
fAsianOptions/inst/unitTests/Makefile
fAsianOptions/inst/unitTests/runTests.R
fAsianOptions/inst/unitTests/runit.BesselFunctions.R
fAsianOptions/inst/unitTests/runit.EBMAsianOptions.R
fAsianOptions/inst/unitTests/runit.EBMDistribution.R
fAsianOptions/inst/unitTests/runit.GammaFunctions.R
fAsianOptions/inst/unitTests/runit.HypergeometricFunctions.R
fAsianOptions/man
fAsianOptions/man/00fAsianOptions-package.Rd
fAsianOptions/man/BesselFunctions.Rd
fAsianOptions/man/EBMAsianOptions.Rd
fAsianOptions/man/EBMDistribution.Rd
fAsianOptions/man/GammaFunctions.Rd
fAsianOptions/man/HypergeometricFunctions.Rd
fAsianOptions/src
fAsianOptions/src/EBMAsianOptions.f
fAsianOptions/src/GammaFunctions.f
fAsianOptions/src/HypergeometricFunctions.f
fAsianOptions/src/Makevars
fAsianOptions/tests
fAsianOptions/tests/doRUnit.R