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.
License: GPL (>= 2)
URL: http://Oleg.Rice.edu
NeedsCompilation: no
Depends: R (>= 2.14.0)
LazyLoad: yes
Imports: stats,methods,graphics
Packaged: 2026-10-09 08:34:32 UTC; root
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]
X-CRAN-Comment: Archived on 2015-05-08 as the maintainer
        <oleg.melnikov@rice.edu> said he is still collecting functions
        from his students and cleaning up the apparently unfinished
        package.
Repository: https://omelnikov.r-universe.dev
Date/Publication: 2015-06-28 00:00:00 UTC
RemoteUrl: https://github.com/cran/QFRM
RemoteRef: HEAD
RemoteSha: b3bfa3cb50e4caa898d2caa10c3dcc164112800b