m4fe: Models for Financial Economics

Provides binomial tree models for European, American and Asian Options as well as Interest Rates. Monte Carlo Simulation and Methods for Solving Differential Equations are also included.

Version: 0.1
Depends: R (≥ 3.1.0)
Published: 2014-09-16
Author: Nathan Esau
Maintainer: Nathan Esau <nesau at sfu.ca>
License: GPL-2
NeedsCompilation: no
Materials: README
CRAN checks: m4fe results

Downloads:

Reference manual: m4fe.pdf
Vignettes: Black-Derman-Toy Interest Rate Model
Black Scholes Formula Derivation
Geometric Brownian Motion (Lognormal Model) Proof
Package source: m4fe_0.1.tar.gz
Windows binaries: r-devel: m4fe_0.1.zip, r-release: m4fe_0.1.zip, r-oldrel: m4fe_0.1.zip
OS X El Capitan binaries: r-release: m4fe_0.1.tgz
OS X Mavericks binaries: r-oldrel: m4fe_0.1.tgz

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