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.

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.

MASS, RUnit, datetimeutils, quadprog, readxl

MASS, PMwR, RUnit, datetimeutils, quadprog, readxl
Functions, examples and data from the first and the
second edition of "Numerical Methods and Optimization in Finance"
by M. Gilli, D. Maringer and E. Schumann
(2019, ISBN:978-0128150658).  The package provides
implementations of optimisation heuristics
(Differential Evolution, Genetic Algorithms,
Particle Swarm Optimisation, Simulated Annealing and
Threshold Accepting), and other optimisation tools,
such as grid search and greedy search.
There are also functions for the valuation of
financial instruments, such as bonds and options, and
functions that help with stochastic simulations.

MASS, PMwR, RUnit, Rglpk, datetimeutils, quadprog, readxl,
tinytest
Functions, examples and data from the first and
the second edition of "Numerical Methods and Optimization
in Finance" by M. Gilli, D. Maringer and E. Schumann
(2019, ISBN:978-0128150658).  The package provides
implementations of optimisation heuristics (Differential
Evolution, Genetic Algorithms, Particle Swarm
Optimisation, Simulated Annealing and Threshold
Accepting), and other optimisation tools, such as grid
search and greedy search.  There are also functions for
the valuation of financial instruments such as bonds and
options, for portfolio selection and functions that help
with stochastic simulations.