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r-cran-fasianoptions

GNU R package for financial engineering -- fAsianOptions

Description

This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fAsianOptions provides functions to price and hedge 'asian' (i.e. averaging) options on one or several assets.

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Homepage

http://www.Rmetrics.org


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59 other people were interested in this package here. The newest known version of this software is 3010.79-2 (Information last updated about 13 hours ago.)