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Derivatives

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3 projects in result set.

1. QuantLab - 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 [Filter] Intended Audience: Developers [Filter] , End Users/Desktop [Filter] License: GNU General Public License (GPL) [Filter] Natural Language: English [Filter] Operating System: OS Independent [Filter] Programming Language: C/C\+\+ [Filter] , R [Filter] Topic: Derivatives [Filter] , Stochastic Programming [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Register Date: 2009-03-03 14:13

2. RQuantLib - R interface to QuantLib - The RQuantLib package provides an interface for GNU R to the QuantLib library for modeling, trading, and risk management of financial assets.
Development Status: 4 - Beta [Filter] Intended Audience: Developers [Filter] , End Users/Desktop [Filter] License: GNU General Public License (GPL) [Filter] Programming Language: C/C\+\+ [Filter] , R [Filter] Topic: Derivatives [Filter] , Fixed Income [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Register Date: 2008-01-01 19:41

3. Project ORBIT - Project ORBIT will be the central information repository of the effort to integrate Optimization, R stats, and pentaho BI open source Technologies.
Development Status: 1 - Planning [Filter] Environment: Win32 (MS Windows) [Filter] Intended Audience: End Users/Desktop [Filter] Natural Language: English [Filter] Operating System: OS Independent [Filter] Programming Language: Java [Filter] , PHP [Filter] , R [Filter] Topic: R Interfaces [Filter] , Matrix Manipulations [Filter] , Derivatives [Filter]	Activity Percentile: 0.00 Activity Ranking: 0.00 Register Date: 2007-12-04 18:10

Thanks to:

Vienna University of Economics and Business Administration

University of Wisconsin - Madison

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