sdafe: Companion to Statistics and Data Analysis for Financial Engineering

The sdafe package is an R companion to Statistics and Data Analysis for Financial Engineering by David Ruppert (Springer, 2010). The package includes script files, functions, and data sets to reproduce most examples, figures, and tables from the text.

Author
Guy Yollin
Date of publication
2013-09-05 20:57:42
Maintainer
Guy Yollin <gyollin@r-programming.org>
License
GPL 2
Version
1.0

View on R-Forge

Man pages

capm
Daily price data for CAPM exercises
Figure_2.1
Figure_2.1
Figure_2.2
Figure_2.2
GasFlow
Flows in pipelines
sdafe-package
Statistics and Data Analysis for Financial Engineering
StockFXBond
Stock, bond, and foreign exchange data
StockFXBond20042006
Stock, bond, and foreign exchange data 2004-2006
yields
Yield curve data
yields2009
Treasury yields for 2009
ZeroPrices
Zero coupon bond prices

Files in this package

sdafe/DESCRIPTION
sdafe/NAMESPACE
sdafe/R
sdafe/R/Figure_2.1.R
sdafe/R/Figure_2.2.R
sdafe/data
sdafe/data/GasFlow.rda
sdafe/data/StockFXBond.rda
sdafe/data/StockFXBond20042006.rda
sdafe/data/ZeroPrices.rda
sdafe/data/capm.rda
sdafe/data/yields.rda
sdafe/data/yields2009.rda
sdafe/inst
sdafe/inst/extdata
sdafe/inst/extdata/GasFlowData.csv
sdafe/inst/extdata/Stock_FX_Bond.csv
sdafe/inst/extdata/Stock_FX_Bond_2004_to_2006.csv
sdafe/inst/extdata/ZeroPrices.txt
sdafe/inst/extdata/capm.csv
sdafe/inst/extdata/yields.txt
sdafe/inst/extdata/yields2009.csv
sdafe/man
sdafe/man/Figure_2.1.Rd
sdafe/man/Figure_2.2.Rd
sdafe/man/GasFlow.Rd
sdafe/man/StockFXBond.Rd
sdafe/man/StockFXBond20042006.Rd
sdafe/man/ZeroPrices.Rd
sdafe/man/capm.Rd
sdafe/man/sdafe-package.Rd
sdafe/man/yields.Rd
sdafe/man/yields2009.Rd