Other packages > Find by keyword >

QFRM  

Pricing of Vanilla and Exotic Option Contracts
View on CRAN: Click here


Download and install QFRM package within the R console
Install from CRAN:
install.packages("QFRM")

Install from Github:
library("remotes")
install_github("cran/QFRM")

Install by package version:
library("remotes")
install_version("QFRM", "1.0.1")



Attach the package and use:
library("QFRM")
Maintained by
Oleg Melnikov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-05-07
Latest Update: 2015-07-28
Description:
Option pricing (financial derivatives) techniques mainly following textbook 'Options, Futures and Other Derivatives', 9ed by John C.Hull, 2014. Prentice Hall. Implementations are via binomial tree option model (BOPM), Black-Scholes model, Monte Carlo simulations, etc. This package is a result of Quantitative Financial Risk Management course (STAT 449 and STAT 649) at Rice University, Houston, TX, USA, taught by Oleg Melnikov, statistics PhD student, as of Spring 2015.
How to cite:
Oleg Melnikov (2015). QFRM: Pricing of Vanilla and Exotic Option Contracts. R package version 1.0.1, https://cran.r-project.org/web/packages/QFRM. Accessed 21 Dec. 2024.
Previous versions and publish date:
1.0 (2015-05-07 07:48)
Other packages that cited QFRM R package
View QFRM citation profile
Other R packages that QFRM depends, imports, suggests or enhances
Complete documentation for QFRM
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

helda  
Preprocess Data and Get Better Insights from Machine Learning Models
The main focus is on preprocessing and data visualization of machine learning models performances.So ...
Download / Learn more Package Citations See dependency  
batteryreduction  
An R Package for Data Reduction by Battery Reduction
Battery reduction is a method used in data reduction. It uses Gram-Schmidt orthogonal rotations to f ...
Download / Learn more Package Citations See dependency  
CIFsmry  
Weighted summary of cumulative incidence functions
Estimate of cumulative incidence function in two samples. Provide weighted summary statistics based ...
Download / Learn more Package Citations See dependency  
SEIRfansy  
Extended Susceptible-Exposed-Infected-Recovery Model
Extended Susceptible-Exposed-Infected-Recovery Model for handling high false negative rate and symp ...
Download / Learn more Package Citations See dependency  
condGEE  
Parameter Estimation in Conditional GEE for Recurrent Event Gap Times
Solves for the mean parameters, the variance parameter, and their asymptotic variance in a condition ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA