version 1.0

DESCRIPTION

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+Package: QFRM
+Type: Package
+Title: Pricing of Vanilla and Exotic Option Contracts
+Version: 1.0
+Date: 2015-05-03
+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")
+  )
+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.
+Repository: CRAN
+License: GPL (>= 2)
+URL: http://Oleg.Rice.edu
+NeedsCompilation: no
+Depends: R (>= 2.14.0)
+LazyLoad: yes
+LazyData: yes
+Packaged: 2015-05-07 04:28:57 UTC; Oleggio
+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]
+Date/Publication: 2015-05-07 07:48:37

MD5

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+b087c9114071617f0f3a00c3e631e7e3 *DESCRIPTION
+8e401cc79a1507e5f8828802c69c7b08 *NAMESPACE
+c243b3bb6f640a583f335a89fd322cae *R/QFRM.R
+d6ab98a1a7508e76fc453b5301fce534 *man/BOPM.Rd
+243b56641f7c271b3d0b2f399cca5e8c *man/BOPM_Eu.Rd
+4beacae6ca7a84f47a9a0699206d212d *man/BS.Rd
+3fe9b7ef74039acff156cfd4db8e1586 *man/BS_Simple.Rd
+42f3fddefba4206083bac24feb0ee44f *man/Opt.Rd
+060ead6c05fcc77e44a10cfa38b37d73 *man/OptPos.Rd
+b5017345381b28112189dacca7867f7b *man/OptPx.Rd
+82d79028d39ebde51cc754fdb22c9b53 *man/Profit.Rd
+995447ca6d4da51757105bb8b22c8732 *man/as.OptPos.Rd
+c0a91a55d1453fef006c55dfb36b872a *man/is.Opt.Rd
+a29d1f91f7e417d23218b4be31780350 *man/is.OptPos.Rd
+f70c13878b0bf8cae405e69112dd6922 *man/is.OptPx.Rd

NAMESPACE

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+# Generated by roxygen2 (4.1.1): do not edit by hand
+
+export(BOPM)
+export(BOPM_Eu)
+export(BS)
+export(BS_Simple)
+export(Opt)
+export(OptPos)
+export(OptPx)
+export(Profit)
+export(as.OptPos)
+export(is.Opt)
+export(is.OptPos)
+export(is.OptPx)