fAsianOptions: EBM and Asian Option Valuation

Environment for teaching "Financial Engineering and Computational Finance"

Version: 3010.79
Depends: R (≥ 2.4.0), timeDate, timeSeries, fBasics, fOptions
Suggests: RUnit
Published: 2013-06-24
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>
BugReports: NA
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: yes
Materials: ChangeLog
In views: Finance
CRAN checks: fAsianOptions results

Downloads:

Reference manual: fAsianOptions.pdf
Package source: fAsianOptions_3010.79.tar.gz
Windows binaries: r-devel: fAsianOptions_3010.79.zip, r-release: fAsianOptions_3010.79.zip, r-oldrel: fAsianOptions_3010.79.zip
OS X Mavericks binaries: r-release: fAsianOptions_3010.79.tgz, r-oldrel: fAsianOptions_3010.79.tgz
Old sources: fAsianOptions archive

Reverse dependencies:

Reverse depends: prob