RND: Risk Neutral Density Extraction Package

Extract the implied risk neutral density from options using various methods.

Version: 1.2
Depends: R (≥ 3.0.1)
Published: 2017-01-11
Author: Kam Hamidieh
Maintainer: Kam Hamidieh <khamidieh at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Finance
CRAN checks: RND results

Documentation:

Reference manual: RND.pdf

Downloads:

Package source: RND_1.2.tar.gz
Windows binaries: r-devel: RND_1.2.zip, r-release: RND_1.2.zip, r-oldrel: RND_1.2.zip
macOS binaries: r-release (arm64): RND_1.2.tgz, r-oldrel (arm64): RND_1.2.tgz, r-release (x86_64): RND_1.2.tgz
Old sources: RND archive

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