FMFE 包

FMFE 包

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:
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install.packages("devtools")
  • 然后安装FMFE包:
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devtools::install_github("czxa/FMFE")

更新

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

帮助文档

FMFE:期权定价与交易策略

Package ‘FMFE’

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

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@Misc{czxa2019,
author = {程振兴},
title = {FMFE:期权定价与交易策略},
howpublished = {\url{https://github.com/czxa/FMFE}},
month = {6},
URL = {https://github.com/czxa/FMFE},
year = {2019},
note = {Accessed June 16, 2019}
}
# R

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