fExtremes: Rmetrics - Modelling Extreme Events in Finance
Version 3010.81

Environment for teaching "Financial Engineering and Computational Finance"

Getting started

Package details

AuthorRmetrics Core Team, Yohan Chalabi [ctb], Tobias Setz [ctb], Diethelm Wuertz [aut, cre]
Date of publication2014-11-11 10:51:41
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
URL http://www.rmetrics.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fExtremes", repos="http://R-Forge.R-project.org")

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fExtremes documentation built on May 31, 2017, 4:12 a.m.