fExpressCertificates: fExpressCertificates - Structured Products Valuation for ExpressCertificates/Autocallables

Collection of pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables)

Getting started

Package details

AuthorStefan Wilhelm
MaintainerStefan Wilhelm <[email protected]>
LicenseGPL (>= 2)
URL http://www.r-project.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fExpressCertificates", repos="http://R-Forge.R-project.org")

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fExpressCertificates documentation built on May 2, 2019, 4:48 p.m.