Package finatool

Introduction

We provide functions for option pricing, option hedging, and portfolio selection.

Package is provided by Jussi Klemelš

Installation instructions

Download the file finatool.R (updated 2012/10) and then issue the command

> source("/path/finatool.R")

in the R console. In Unix the command

> source("/home/aaa/Desktop/finatool.R")

could work, where "aaa" is the user account. In OS X the command

> source("/Users/aaa/Desktop/finatool.R")

could be used. In Windows XP the command

> source("C:\\Documents and Settings\\user\\Desktop\\finatool.R")

could be used.

Contents

Functions for option hedging and pricing:

Functions for portfolio management:

October 2012