{ "_id": "6a103259acfb0bcc41c977a3", "Package": "QFRM", "Type": "Package", "Title": "Pricing of Vanilla and Exotic Option Contracts", "Version": "1.0.1", "Date": "2015-06-28", "Maintainer": "Oleg Melnikov ", "Authors@R": "c(\nperson(\"Oleg\", \"Melnikov\", role = c(\"aut\", \"cre\"), email = \"XisReal@gmail.com\"),\nperson(\"Max\", \"Lee\", role = \"ctb\", email = \"max.lee@rice.edu\"),\nperson(\"Robert\", \"Abramov\", role = \"ctb\", email = \"rha1@rice.edu\"),\nperson(\"Richard\", \"Huang\", role = \"ctb\", email = \"richard.b.huang@rice.edu\"),\nperson(\"Liu\", \"Tong\", role = \"ctb\", email = \"tong.liu@rice.edu\"),\nperson(\"Jake\", \"Kornblau\", role = \"ctb\", email = \"jake.a.kornblau@rice.edu\"),\nperson(\"Xinnan\", \"Lu\", role = \"ctb\", email = \"xinnan.lu@rice.edu\"),\nperson(\"Kiryl\", \"Novikau\", role = \"ctb\", email = \"kiryl.novikau@rice.edu\"),\nperson(\"Tongyue\", \"Luo\", role = \"ctb\", email = \"tongyue.luo@rice.edu\"),\nperson(\"Le\", \"You\", role = \"ctb\", email = \"le.you@rice.edu\"),\nperson(\"Jin\", \"Chen\", role = \"ctb\", email = \"jin.chen@rice.edu\"),\nperson(\"Chengwei\", \"Ge\", role = \"ctb\", email = \"chengwei.ge@rice.edu\"),\nperson(\"Jiayao\", \"Huang\", role = \"ctb\", email = \"jiayao.huang@rice.edu\"),\nperson(\"Kim\", \"Raath\", role = \"ctb\", email = \"kcr2@rice.edu\")\n)", "Description": "Option pricing (financial derivatives) techniques mainly\nfollowing textbook 'Options, Futures and Other Derivatives',\n9ed by John C.Hull, 2014. Prentice Hall. Implementations are\nvia binomial tree option model (BOPM), Black-Scholes model,\nMonte Carlo simulations, etc. This package is a result of\nQuantitative Financial Risk Management course (STAT 449 and\nSTAT 649) at Rice University, Houston, TX, USA, taught by Oleg\nMelnikov, statistics PhD student, as of Spring 2015.", "License": "GPL (>= 2)", "URL": "http://Oleg.Rice.edu", "NeedsCompilation": "no", "LazyLoad": "yes", "Packaged": { "Date": "2026-05-12 08:43:23 UTC", "User": "root" }, "Author": "Oleg Melnikov [aut, cre], Max Lee [ctb], Robert Abramov [ctb],\nRichard Huang [ctb], Liu Tong [ctb], Jake Kornblau [ctb],\nXinnan Lu [ctb], Kiryl Novikau [ctb], Tongyue Luo [ctb], Le You\n[ctb], Jin Chen [ctb], Chengwei Ge [ctb], Jiayao Huang [ctb],\nKim Raath [ctb]", "X-CRAN-Comment": "Archived on 2015-05-08 as the maintainer\n said he is still collecting functions\nfrom his students and cleaning up the apparently unfinished\npackage.", "Repository": "https://omelnikov.r-universe.dev", 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