Title: fCertificates - Basics of Certificates and Structured Products
Depends: R (>= 2.6.0), fBasics, fOptions, fExoticOptions
Description: Collection of pricing by duplication methods for popular

Description: Collection of pricing by duplication methods for popular structured products ("Zertifikate")

Title: Basics of Certificates and Structured Products Valuation
Description: Collection of pricing by duplication methods for popular structured products ("Zertifikate").

Title: Change Point Analysis in Functional Data
Author: Ozan Sonmez, Alexander Aue, Gregory Rice
Description: Change point estimation and detection methods for functional data are implemented using dimension reduction via functional principal component analysis and a fully-functional (norm-based) method. Detecting and dating structural breaks for both dependent and independent functional samples is illustrated along with some basic functional data generating processes.
Imports: fda, sde, stats, sandwich, reshape2, lattice

Packaged: 2018-11-25 23:59:33 UTC; ozansonmez

Packaged: 2019-02-24 20:50:58 UTC; ozansonmez

Title: Rmetrics - Dependence Structures with Copulas
Depends: R (>= 2.4.0), sn, adapt, methods, timeDate, timeSeries,

Depends: R (>= 2.4.0), sn, methods, timeDate, timeSeries, fBasics (>=

Package: fCopulae
Version: 251.70
Date: 1997 - 2007
Title: Rmetrics - Dependence Structures with Copulas
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.2.1), methods, fBasics, fCalendar, fSeries, fMultivar, fExtremes
Maintainer: Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
Description: Environment for teaching "Financial Engineering and Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE.
THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES,
AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyLoad: yes
LazyData: yes
License: GPL Version 2 or later
URL: http://www.rmetrics.org
Packaged: Tue Jul 10 06:53:06 2007; myself

Package: fCopulae
Version: 260.71
Date: 1997 - 2007
Title: Rmetrics - Dependence Structures with Copulas
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.2.0), adapt, fBasics, fMultivar
Maintainer: Diethelm Wuertz and Rmetrics Core Team <Rmetrics-core@r-project.org>
Description: Environment for teaching "Financial Engineering and Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE.
THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES,
AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyLoad: yes
LazyData: yes
License: GPL Version 2 or later
URL: http://www.rmetrics.org
Packaged: Mon Oct  1 15:35:17 2007; myself