这是为宋豪漳老师的金融工程和金融数学两门课程开发的R包,主要是关于期权定价、交易策略的一些函数和可视化的东西。(与其说这是我写的第一个 R 包,不如说这是我整理的第一个 R 包,这个 R 包里面的大部分函数都是参考其它的R包写的。)

安装

  • 首先你需要安装devtools包,这个包的功能包括安装Github上的R包:
install.packages("devtools")
  • 然后安装FMFE包:

更新

devtools::install_github("czxa/FMFE", force = TRUE)

致谢

HULL J C, 2014. Options, futures, and other derivatives[M/OL]. Prentice Hall. https://book.douban.com/subject/26005656/.

R Core Team, 2019. R: A language and environment for statistical computing[M/OL]. Vienna, Austria: R Foundation for Statistical Computing. https://www.R-project.org/.

SHREVE S, 2004. Stochastic calculus for finance i ——the binomial asset pricing model[M/OL]. Springer. https://book.douban.com/subject/1651750/.

WICKHAM H, BRYAN J, 2019a. usethis: Automate package and project setup[M/OL]. https://CRAN.R-project.org/package=usethis.

WICKHAM H, HESTER J, CHANG W, 2019b. devtools: Tools to make developing r packages easier[M/OL]. https://CRAN.R-project.org/package=devtools.

引用

如果你需要引用此命令,请参考 FMFE-cite.bib


Code of Conduct

Please note that this project is released with a [Contributor Code of Conduct](CODE_OF_CONDUCT.md).
By participating in this project you agree to abide by its terms.

License

MIT © czxa.top