| Name : R-QFRM
| |
| Version : 1.0.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:03:15
|
| Group : Development/Libraries/Other
| Source RPM : R-QFRM-1.0.1-lp153.2.13.src.rpm
|
| Size : 0.25 MB
| |
| Packager : (none)
| |
| Summary : Pricing of Vanilla and Exotic Option Contracts
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
