NMOF-package |
Numerical Methods and Optimization in Finance |
bracketing |
Zero-Bracketing |
bundData |
German Government Bond Data |
callCF |
Price a Plain-Vanilla Call with the Characteristic Function |
callHestoncf |
Price of a European Call under the Heston Model |
cfBates |
Price a Plain-Vanilla Call with the Characteristic Function |
cfBSM |
Price a Plain-Vanilla Call with the Characteristic Function |
cfHeston |
Price a Plain-Vanilla Call with the Characteristic Function |
cfMerton |
Price a Plain-Vanilla Call with the Characteristic Function |
cfVG |
Price a Plain-Vanilla Call with the Characteristic Function |
changeInterval |
Integration of Gauss-type |
DEopt |
Optimisation with Differential Evolution |
EuropeanCall |
Computing Prices of European Calls with a Binomial Tree |
EuropeanCallBE |
Computing Prices of European Calls with a Binomial Tree |
fundData |
Mutual Fund Returns |
GAopt |
Optimisation with a Genetic Algorithm |
gridSearch |
Grid Search |
LSopt |
Stochastic Local Search |
MA |
Simple Moving Average |
NMOF |
Numerical Methods and Optimization in Finance |
NS |
Zero Rates for Nelson-Siegel-Svensson Model |
NSf |
Factor Loadings for Nelson-Siegel and Nelson-Siegel-Svensson |
NSS |
Zero Rates for Nelson-Siegel-Svensson Model |
NSSf |
Factor Loadings for Nelson-Siegel and Nelson-Siegel-Svensson |
PSopt |
Particle Swarm Optimisation |
qTable |
Prepare LaTeX Table with Quartile Plots |
repairMatrix |
Repair an Indefinite Correlation Matrix |
restartOpt |
Restart an Optimisation Algorithm |
TAopt |
Optimisation with Threshold Accepting |
testFunctions |
Classical Test Functions for Unconstrained Optimisation |
tfAckley |
Classical Test Functions for Unconstrained Optimisation |
tfGriewank |
Classical Test Functions for Unconstrained Optimisation |
tfRastrigin |
Classical Test Functions for Unconstrained Optimisation |
tfRosenbrock |
Classical Test Functions for Unconstrained Optimisation |
tfSchwefel |
Classical Test Functions for Unconstrained Optimisation |
tfTrefethen |
Classical Test Functions for Unconstrained Optimisation |
xwGauss |
Integration of Gauss-type |