Financial Engineering in R

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


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install.packages("FER")

0.94 by Jaehyuk Choi, 2 months ago


https://github.com/PyFE/FE-R


Report a bug at https://github.com/PyFE/FE-R/issues


Browse source code at https://github.com/cran/FER


Authors: Jaehyuk Choi [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports stats, statmod

Suggests testthat


See at CRAN