person("Enrico", "Schumann", role = c("aut", "cre"), email =
"enricoschumann@yahoo.de")

Functions, examples and data from the book 'Numerical
Methods and Optimization in Finance' by M. Gilli, D. Maringer
and E. Schumann. The package contains, in particular,
implementations of several optimisation heuristics (such as
Differential Evolution, Genetic Algorithms and Threshold
Accepting).

person("Enrico", "Schumann", role = c("aut", "cre"), email =
"es@enricoschumann.net")
MASS, multicore, parallel, quadprog, RUnit, snow

Functions, examples and data from the book 'Numerical
Methods and Optimization in Finance' by M. Gilli, D. Maringer
and E. Schumann.  The package contains, in particular,
implementations of several optimisation heuristics (such as
Differential Evolution, Genetic Algorithms and Threshold
Accepting).

person("Enrico", "Schumann",
role = c("aut", "cre"),
email = "es@enricoschumann.net")
Functions, examples and data from the book 'Numerical Methods
and Optimization in Finance' by M. Gilli, D. Maringer and E. Schumann.
The package contains, in particular, implementations of several
optimisation heuristics (such as Differential Evolution, Genetic Algorithms
and Threshold Accepting).

Functions,  examples and  data  from the  book
'Numerical  Methods  and  Optimization  in Finance'  by  M.
Gilli, D.  Maringer and E.  Schumann.  The package provides
implementations of several optimisation heuristics, such as
Differential  Evolution, Genetic  Algorithms  and Threshold
Accepting.  There  are also functions for  the valuation of
financial  instruments,  such  as  bonds and  options,  and
functions that help with stochastic simulations.

person("Enrico", "Schumann",
role  = c("aut", "cre"),
email = "es@enricoschumann.net")
grDevices, graphics, parallel, stats, utils

Functions, examples and data from the book
"Numerical Methods and Optimization in Finance" by M.
'Gilli', D. 'Maringer' and E. Schumann (2011), ISBN
978-0123756626.  The package provides implementations of
several optimisation heuristics, such as Differential
Evolution, Genetic Algorithms and Threshold Accepting.
There are also functions for the valuation of financial
instruments, such as bonds and options, and functions that
help with stochastic simulations.