jaehyukchoi / FE-R Public

forked from PyFE/FE-R

Notifications You must be signed in to change notification settings
Fork 1
Star 1

Financial Engineering in R

GPL-3.0 license

1 star 5 forks Branches Tags Activity

Name		Name	Last commit message	Last commit date
Latest commit History 34 Commits
pkg		pkg
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md

Repository files navigation

FE-R

Financial Engineering functions in R

Contents

Black-Scholes option pricing model: price and implied volatility
Bachelier option pricing model: price and implied volatility

Installation

Install devtools package in run

library(devtools)
devtools::install_github("PyFE/FE-R", subdir="pkg")