person("Shelley", "Lang", email = "shelley.lang@dfo-mpo.gc.ca", role = c("aut")),
Packaged: 2016-10-29 09:46:29 UTC; jkamerman

person("Justin", "Kamerman", email = "justin@kaleco.net", role = c("cre", "cph")),
person("Hongchang", "Bao", email = "hbao@unb.ca", role = c("ctb")))
Imports: stats, Rsolnp, boot, futile.logger, gamlss, gamlss.dist

person("Sara", "Iverson", email = "Sara.Iverson@dal.ca", role = c("aut","cph")),
person("Connie", "Stewart", email = "connie.stewart@unb.ca", role = c("cre","aut", "cph")),
person("Justin", "Kamerman", email = "justin@kaleco.net", role = c("aut")),
person("Hongchang", "Bao", email = "hbao@unb.ca", role = c("ctb")),
person("Holly", "Steeves", email = "holly.steeves@uwo.ca", role = c("aut")))
Imports: stats, Rsolnp, boot, futile.logger, gamlss, gamlss.dist,
vegan, bootstrap, Compositional, TMB, compositions, MASS,
Suggests: plyr, knitr, rmarkdown, testthat, gtools

person("Holly", "Steeves", email = "holly.steeves@uwo.ca", role = c("aut")),
person("Jennifer", "McNichol", email = "jmcnicho@unb.ca", role = c("aut")))
lipid in many predators, led to the development of quantitative

person("Jennifer", "McNichol", email = "jmcnicho@unb.ca", role = c("aut")),
person("Tyler", "Rideout", email = "trideou2@unb.ca", role = c("aut")))

Title: Pricing of Vanilla and Exotic Option Contracts
person("Oleg", "Melnikov", role = c("aut", "cre"), email = "XisReal@gmail.com"),
person("Max", "Lee", role = "ctb", email = "max.lee@rice.edu"),
person("Robert", "Abramov", role = "ctb", email = "rha1@rice.edu"),
person("Richard", "Huang", role = "ctb", email = "richard.b.huang@rice.edu"),
person("Liu", "Tong", role = "ctb", email = "tong.liu@rice.edu"),
person("Jake", "Kornblau", role = "ctb", email = "jake.a.kornblau@rice.edu"),
person("Xinnan", "Lu", role = "ctb", email = "xinnan.lu@rice.edu"),
person("Kiryl", "Novikau", role = "ctb", email = "kiryl.novikau@rice.edu"),
person("Tongyue", "Luo", role = "ctb", email = "tongyue.luo@rice.edu"),
person("Le", "You", role = "ctb", email = "le.you@rice.edu"),
person("Jin", "Chen", role = "ctb", email = "jin.chen@rice.edu"),
person("Chengwei", "Ge", role = "ctb", email = "chengwei.ge@rice.edu"),
person("Jiayao", "Huang", role = "ctb", email = "jiayao.huang@rice.edu"),
person("Kim", "Raath", role = "ctb", email = "kcr2@rice.edu")
Option pricing (financial derivatives) techniques mainly following textbook 'Options, Futures and Other Derivatives', 9ed by John C.Hull, 2014. Prentice Hall. Implementations are via binomial tree option model (BOPM), Black-Scholes model, Monte Carlo simulations, etc.
This package is a result of Quantitative Financial Risk Management course (STAT 449 and STAT 649) at Rice University, Houston, TX, USA, taught by Oleg Melnikov, statistics PhD student, as of Spring 2015.