fAsianOptions: EBM and Asian Option Valuation

Environment for teaching "Financial Engineering and Computational Finance"

Version: 290.75
Depends: R (≥ 2.4.0), timeDate, timeSeries, fBasics, fOptions
Suggests: RUnit
Published: 2009-04-16
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Rmetrics Core Team <Rmetrics-core at r-project.org>
License: GPL (≥ 2)
URL: http://www.rmetrics.org
In views: Finance
CRAN checks: fAsianOptions results

Downloads:

Package source: fAsianOptions_290.75.tar.gz
MacOS X binary: fAsianOptions_290.75.tgz
Windows binary: fAsianOptions_290.75.zip
Reference manual: fAsianOptions.pdf
News/ChangeLog:ChangeLog
Old sources: fAsianOptions archive