Debian Science Financial engineering packages

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.