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GNU R package for financial engineering -- fCopulae


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

fCopulae provides functions for (nonlinear) dependence structure modelling.

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213 other people were interested in this package here. The newest known version of this software is 3011.81-2 (Information last updated 2 days ago.)