fAsianOptions: Rmetrics - EBM and Asian Option Valuation

Environment for teaching "Financial Engineering and Computational Finance"

AuthorRmetrics Core Team, Diethelm Wuertz [aut, cre]
Date of publication2014-11-11 12:06:43
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3010.81
http://www.rmetrics.org

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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

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