QuantLab: Project Home – R-Forge

The package QuantLab contains a collection of R-commands, which support computer experiments in the fields of probability, stochastic processes, stochastic analysis and mathematical finance.

• Development Status : 2 - Pre-Alpha
• Intended Audience : Developers
• Intended Audience : End Users/Desktop
• License : OSI Approved : GNU General Public License (GPL)
• Natural Language : English
• Operating System : OS Independent
• Programming Language : C/C++
• Programming Language : R
• Topic : Finance : Derivatives
• Topic : Optimization : Mathematical Programming : Stochastic Programming

Registered: 2009-03-03 13:13
Activity Ranking: 0
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