Open Source Software for Financial Engineering and Computational Finance
Rmetrics is the premier open source solution for teaching financial market analysis and valuation of financial instruments. With hundreds of functions build on modern methods Rmetrics combines explorative data analysis, statistical modeling and rapid model prototyping. The Rmetrics Packages are embedded in R building an environment which creates for students a first class system for applications in statistics and finance.
Download at http://cran.cnr.berkeley.edu/web/packages/fOptions/index.html
Tags – r , option
Read the full post at Rmetrics – Basics of Option Valuation.