RND: Risk Neutral Density Extraction Package

This package is a collection of various functions to extract the implied risk neutral density from option.

Version: 1.1
Depends: R (≥ 3.0.1)
Published: 2014-03-22
Author: Kam Hamidieh
Maintainer: Kam Hamidieh <kh at zoolytics.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Finance
CRAN checks: RND results

Downloads:

Reference manual: RND.pdf
Package source: RND_1.1.tar.gz
OS X binary: RND_1.1.tgz
Windows binary: RND_1.1.zip
Old sources: RND archive