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GNU R package for financial engineering -- fOptions


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

fOptions provides functions to price and hedge plain and exotic options on one or several assets.

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44 other people were interested in this package here. The newest known version of this software is 3022.85-2 (Information last updated about 1 hour ago.)