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FER
View on CRAN: Click
here
Download and install FER package within the R console
Install from CRAN:
install.packages("FER")
Install from Github:
library("remotes")
install_github("cran/FER")
Install by package version:
library("remotes")
install_version("FER", "0.94")
Attach the package and use:
library("FER")
Maintained by
Jaehyuk Choi
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-02-19
Latest Update: 2021-03-05
Description:
R implementations of standard financial engineering codes;
vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and
SABR.
How to cite:
Jaehyuk Choi (2021). FER: Financial Engineering in R. R package version 0.94, https://cran.r-project.org/web/packages/FER. Accessed 03 Feb. 2025.
Other packages that cited FER R package
View FER citation profile
Other R packages that FER depends,
imports, suggests or enhances
Complete documentation for FER
Functions, R codes and Examples using
the FER R package
Some associated functions: BachelierImpvol . BachelierPrice . BlackScholesImpvol . BlackScholesPrice . CevMassZero . CevPrice . Nsvh1Choi2019 . SabrHagan2002 . SpreadBachelier . SpreadBjerksund2014 . SpreadKirk . SwitchMargrabe .
Some associated R codes: bachelier_impvol.R . bachelier_price.R . blackscholes_impvol.R . blackscholes_price.R . cev.R . sabr.R . spread.R . Full FER package functions and examples
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