[R-pkgs] NMOF 0.40-0 (Numerical Methods and Optimization in Finance)

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

[R-pkgs] NMOF 0.40-0 (Numerical Methods and Optimization in Finance)

Enrico Schumann-2
Dear all,

version 0.40-0 of package NMOF is on CRAN now, 5 years
(exactly) after its first release on CRAN.

'NMOF' stands for 'Numerical Methods and Optimization
in Finance'. The package accompanies the book with the
same name, written by Manfred Gilli, Dietmar Maringer
and Enrico Schumann, published by Elsevier/Academic
Press in 2011.

Since my last announcement on this list [1], many
things have been added to the package:

- all the R code examples from the book (?showExample)

- many new functions, e.g. for pricing financial
  instruments (?vanillaOptionEuropean, ?vanillaBond,
  ?callMerton, ?xtContractValue, ...), and utilities
  for Monte-Carlo simulation, for computing implied
  vol, yields, etc.

Many of these new functions are described, with
examples, in the Manual [2].

If you want to stay up-to-date: the latest version is
always available from my website [3]; there is a public
Git repository on GitHub [4].

In case of comments/corrections/remarks/suggestions --
which are very welcome -- please contact the maintainer
(me) directly.


Kind regards
    Enrico


[1] https://stat.ethz.ch/pipermail/r-packages/2011/001257.html
[2] http://enricoschumann.net/NMOF.htm#NMOFmanual
[3] http://enricoschumann.net/R/packages/NMOF/
[4] https://github.com/enricoschumann/NMOF

--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net

_______________________________________________
R-packages mailing list
[hidden email]
https://stat.ethz.ch/mailman/listinfo/r-packages

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.