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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 05 Oct. 2026.
Previous versions and publish date:
(2026-07-09 08:17), 1.0 (2015-05-07 07:48)
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Complete documentation for QFRM
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