opefimor (version 1.2)

opefimor-package: Option Pricing and Estimation of Financial Models in R

Description

Companion package to the book Option Pricing and Estimation of Financial Models in R, Wiley, Chichester. ISBN: 978-0-470-74584-7.

Details

This package contain all the code used in the book. The files are collected by chapters 2 to 9 and the two appendixes (A and B).

The files are accessible from the folder inst of this package. Please see the examples.

Examples

setwd(file.path(.libPaths()[1],"opefimor","book"))
dir()