Package: Statomica
Type: Package
Title: Statomica utility package
Version: 1.0
Date: 2014-09-23
Author: Zahra Montazeri, Alaa Ali, Kyle Leckett, Marta Padilla and David R. Bickel
Maintainer: M. Padilla <padilla.mpf@gmail.com>
Description: Statomica is a suite of R functions that are needed for
certain packages such as LFDR.MLE, PsiHat, HistogramLFDR, combine and LFDRenrich.
License: CC BY-NC 4.0
Depends: R (>= 2.14.0), Biobase, multtest, distr, fBasics, methods
URL: http://www.cran.r-project.org, http://www.bioconductor.org,
http://www.statomics.com
Packaged: 2014-12-26 12:55:24 UTC; martapadilla
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-12-26 14:36:52
Package: LSMonteCarlo
Type: Package
Title: American options pricing with Least Squares Monte Carlo method
Version: 1.0
Date: 2013-09-20
Author: Mikhail A. Beketov
Maintainer: Mikhail A. Beketov <mikhail.beketov@gmx.de>
Description: The package compiles functions for calculating prices of American put options with Least Squares Monte Carlo method. The option types are plain vanilla American put, Asian American put, and Quanto American put. The pricing algorithms include variance reduction techniques such as Antithetic Variates and Control Variates. Additional functions are given to derive "price surfaces" at different volatilities and strikes, create 3-D plots, quickly generate Geometric Brownian motion, and calculate prices of European options with Black & Scholes analytical solution.
License: GPL-3
Depends: mvtnorm, fBasics, stats, utils, graphics, grDevices
Packaged: 2013-09-23 19:14:13 UTC; mikhailbeketov
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-09-23 23:07:43
Package: fArma
Version: 3010.79
Revision: 5527
Date: 2013-06-23
Title: ARMA Time Series Modelling
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), methods, timeDate, timeSeries, fBasics
Suggests: RUnit, tcltk
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. This typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-06-23 19:35:04 UTC; yohan
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-06-24 01:51:26
Package: fAsianOptions
Version: 3010.79
Revision: 5522
Date: 2013-06-23
Title: EBM and Asian Option Valuation
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), timeDate, timeSeries, fBasics, fOptions
Suggests: RUnit
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-06-23 18:22:14 UTC; yohan
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-06-24 01:53:27
Package: fAssets
Title: Rmetrics - Analysing and Modelling Financial Assets
Date: 2014-10-30
Version: 3011.83
Author: Rmetrics Core Team,
Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz@rmetrics.org>
Description: Environment for teaching
"Financial Engineering and Computational Finance".
Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics
Imports: fMultivar, robustbase, MASS, sn, ecodist, mvnormtest, energy
Suggests: methods, mnormt, RUnit
Note: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyData: yes
License: GPL (>= 2)
URL: https://www.rmetrics.org
Packaged: 2014-10-30 11:52:35 UTC; Tobi
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-10-30 13:38:28
Package: fBonds
Version: 3010.77
Revision: 5531
Date: 2013-12-17
Title: Bonds and Interest Rate Models
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), timeDate, timeSeries, fBasics
Suggests: RUnit
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-12-17 21:27:46 UTC; yohan
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-12-17 23:16:42
Package: fCertificates
Version: 0.5-4
Date: 2015-04-12
Title: Basics of Certificates and Structured Products Valuation
Author: Stefan Wilhelm <wilhelm@financial.com>
Maintainer: Stefan Wilhelm <wilhelm@financial.com>
Depends: R (>= 2.6.0), fBasics, fOptions, fExoticOptions
Description: Collection of pricing by duplication methods for popular structured products ("Zertifikate").
License: GPL (>= 2)
URL: http://www.r-project.org
Encoding: latin1
NeedsCompilation: no
Packaged: 2015-04-12 09:55:48 UTC; stefan
Repository: CRAN
Date/Publication: 2015-04-13 08:11:16
Package: fCopulae
Title: Rmetrics - Bivariate Dependence Structures with Copulae
Date: 2013-03-18
Version: 3011.81
Author: Rmetrics Core Team,
Diethelm Wuertz [aut],
Tobias Setz [cre]
Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz@rmetrics.org>
Description: Environment for teaching
"Financial Engineering and Computational Finance".
Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics, fMultivar
Suggests: methods, RUnit, tcltk, mvtnorm, sn
Note: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyData: yes
License: GPL (>= 2)
URL: https://www.rmetrics.org
Packaged: 2014-09-16 14:55:28 UTC; Tobi
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-09-17 15:56:52
providing 
.