RMOPI
Risk Management and Optimization for Portfolio Investment
Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008)
- Version1.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release08/22/2022
Team
Wei Ling
Yang Liu
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- Depends5 packages
- Imports6 packages