frmqa: The Generalized Hyperbolic Distribution, Related Distributions
and Their Applications in Finance
A collection of R and C++ functions to work with the
generalized hyperbolic distribution, related distributions and
their applications in financial risk management and
quantitative analysis.
| Version: |
0.1-5 |
| Depends: |
partitions, Rmpfr |
| Published: |
2012-11-02 |
| Author: |
Thanh T. Tran |
| Maintainer: |
Thanh T. Tran <frmqa.package at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| In views: |
Finance |
| CRAN checks: |
frmqa results |
Downloads: