Rmetrics: Rmetrics - Financial Engineering and Computational Finance

Environment for teaching "Financial Engineering and Computational Finance"

Version: 260.72
Depends: R (≥ 2.4.0), fEcofin, fUtilities, fCalendar, fSeries, fImport, fBasics, fArma, fGarch, fNonlinear, fUnitRoots, fTrading, fMultivar, fRegression, fExtremes, fCopulae, fOptions, fExoticOptions, fAsianOptions, fAssets, fPortfolio
Date: 1997 - 2007
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Diethelm Wuertz and Rmetrics Core Team <wuertz at itp.phys.ethz.ch>
License: GPL Version 2 or later
URL: http://www.rmetrics.org
In views: Finance
CRAN checks: Rmetrics results

Downloads:

Package source: Rmetrics_260.72.tar.gz
MacOS X binary: Rmetrics_260.72.tgz
Windows binary: Rmetrics_260.72.zip
Reference manual: Rmetrics.pdf
Old sources: Rmetrics archive