Financial Engineering in R

R implementations of standard financial engineering codes; vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and SABR.


Reference manual

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0.94 by Jaehyuk Choi, 7 months ago

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Authors: Jaehyuk Choi [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports stats, statmod

Suggests testthat

See at CRAN