Debian Science Project
Summary
Financial engineering
Debian Science financial engineering and computational finance

This metapackage will install Debian Science packages for financial engineering and computational finance.

Description

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Debian Science Financial engineering packages

Official Debian packages with high relevance

R-cran-fasianoptions
GNU R package for financial engineering -- fAsianOptions
Maintainer: Dirk Eddelbuettel
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This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fAsianOptions provides functions to price and hedge 'asian' (i.e. averaging) options on one or several assets.

R-cran-fassets
GNU R package for financial engineering -- fAssets
Maintainer: Dirk Eddelbuettel
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This package provides functions for modelling and selection of financial assets is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fAssets provides asset selection and modelling functions.

R-cran-fbasics
GNU R package for financial engineering -- fBasics
Maintainer: Dirk Eddelbuettel
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This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fBasics provides basic statistical tests, distributions and other tools used by many of the Rmetrics packages.

R-cran-fbonds
GNU R package for financial engineering -- fBonds
Maintainer: Dirk Eddelbuettel
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This package provides functions for bond and yield curve modelling and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fBonds provides modelling functions for bonds and interest rate models.

R-cran-fcopulae
GNU R package for financial engineering -- fCopulae
Maintainer: Dirk Eddelbuettel
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This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fCopulae provides functions for (nonlinear) dependence structure modelling.

R-cran-fexoticoptions
GNU R package for financial engineering -- fExoticOptions
Maintainer: Dirk Eddelbuettel
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This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fExoticOptions provides functions to price and hedge exotic options on one or several assets.

R-cran-fextremes
GNU R package for financial engineering -- fExtremes
Maintainer: Dirk Eddelbuettel
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This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fExtremes provides functions to analyze extreme values.

R-cran-fgarch
GNU R package for financial engineering -- fGarch
Maintainer: Dirk Eddelbuettel
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This package provides functions for GARCH volatility modelling and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fGarch provides generalized autoregressive conditional heteroscastic modelling functions.

R-cran-fimport
GNU R package for financial engineering -- fImport
Maintainer: Dirk Eddelbuettel
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This package provides functions to import financial and economic data series import and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fImport provides import function to access (free) data from Economagic, the US Federal Reserve, Forecasts.Org, Yahoo and other web sources.

R-cran-fmultivar
GNU R package for financial engineering -- fMultivar
Maintainer: Dirk Eddelbuettel
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This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fMultivar provides multivariate analysis for financial time series.

R-cran-fnonlinear
GNU R package for financial engineering -- fNonlinear
Maintainer: Dirk Eddelbuettel
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This package provides functions for modelling of nonlinear time series and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fNonlinear provides nonlinear time series modelling functions.

R-cran-foptions
GNU R package for financial engineering -- fOptions
Maintainer: Dirk Eddelbuettel
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This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fOptions provides functions to price and hedge plain and exotic options on one or several assets.

R-cran-fportfolio
GNU R package for financial engineering -- fPortfolio
Maintainer: Dirk Eddelbuettel
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This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fPortfolio provides functions for portfolio and asset price modeling, drawdown statistics, value-at-risk and Markowitz portfolio construction.

R-cran-fregression
GNU R package for financial engineering -- fRegression
Maintainer: Dirk Eddelbuettel
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This package provides functions for regression-based decision and prediction and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fRegression provides functions for regression-based decision and prediction.

R-cran-ftrading
GNU R package for financial engineering -- fTrading
Maintainer: Dirk Eddelbuettel
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This package provides functions to import financial and economic data series import and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fTrading provides functions for technical trading analysis.

R-cran-funitroots
GNU R package for financial engineering -- fUnitRoots
Maintainer: Dirk Eddelbuettel
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This package provides functions for unit root modelling of non-stationary time series and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

fUnitRoots provides modelling functions for non-stationary time series.

R-cran-timedate
GNU R package for financial engineering -- timeDate
Maintainer: Dirk Eddelbuettel
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This package provides functions for chronological and calendarical objects and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

timeDate provides functions for chronological and calendarical objects.

R-cran-timeseries
GNU R package for financial engineering -- timeSeries
Maintainer: Dirk Eddelbuettel
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This package provides functions for financial time series objects and is part of Rmetrics, a collection of packages for financial engineering and computational finance written and compiled by Diethelm Wuertz and others.

timeDate provides functions for financial time series objects.

*Popularitycontest results: number of people who use this package regularly (number of people who upgraded this package recently) out of 200581