Package: QFRM
Type: Package
Title: Pricing of Vanilla and Exotic Option Contracts
Version: 1.0.1
Date: 2015-06-28
Maintainer: Oleg Melnikov <XisReal@gmail.com>
Authors@R: c(
  person("Oleg", "Melnikov", role = c("aut", "cre"), email = "XisReal@gmail.com"),
  person("Max", "Lee", role = "ctb", email = "max.lee@rice.edu"),
  person("Robert", "Abramov", role = "ctb", email = "rha1@rice.edu"),
  person("Richard", "Huang", role = "ctb", email = "richard.b.huang@rice.edu"),
  person("Liu", "Tong", role = "ctb", email = "tong.liu@rice.edu"),
  person("Jake", "Kornblau", role = "ctb", email = "jake.a.kornblau@rice.edu"),
  person("Xinnan", "Lu", role = "ctb", email = "xinnan.lu@rice.edu"),
  person("Kiryl", "Novikau", role = "ctb", email = "kiryl.novikau@rice.edu"),
  person("Tongyue", "Luo", role = "ctb", email = "tongyue.luo@rice.edu"),
  person("Le", "You", role = "ctb", email = "le.you@rice.edu"),
  person("Jin", "Chen", role = "ctb", email = "jin.chen@rice.edu"),
  person("Chengwei", "Ge", role = "ctb", email = "chengwei.ge@rice.edu"),
  person("Jiayao", "Huang", role = "ctb", email = "jiayao.huang@rice.edu"),
  person("Kim", "Raath", role = "ctb", email = "kcr2@rice.edu")
  )
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.
Repository: CRAN
License: GPL (>= 2)
URL: http://Oleg.Rice.edu
NeedsCompilation: no
Depends: R (>= 2.14.0)
LazyLoad: yes
LazyData: yes
Imports: stats,methods,graphics
Packaged: 2015-07-27 22:28:29 UTC; Oleggio
Author: Oleg Melnikov [aut, cre],
  Max Lee [ctb],
  Robert Abramov [ctb],
  Richard Huang [ctb],
  Liu Tong [ctb],
  Jake Kornblau [ctb],
  Xinnan Lu [ctb],
  Kiryl Novikau [ctb],
  Tongyue Luo [ctb],
  Le You [ctb],
  Jin Chen [ctb],
  Chengwei Ge [ctb],
  Jiayao Huang [ctb],
  Kim Raath [ctb]
Date/Publication: 2015-07-28 00:48:19
Built: R 4.6.0; ; 2026-04-25 21:26:27 UTC; unix
