{"repo":"PyFE/FE-R","free":true,"listed":false,"github":"https://github.com/PyFE/FE-R","clone":"git clone https://github.com/PyFE/FE-R.git","description":"Financial Engineering in R","language":"R","stars":16,"topics":["black-scholes","option-pricing","bachelier","financial-engineering","mathematical-finance","quantitative-finance","derivatives","implied-volatility"],"license":"GPL-3.0","category":"trading","readme_excerpt":"FE-R Financial Engineering functions in R R Package https://cran.r-project.org/package=FER Documentation Package website: https://pyfe.github.io/FE-R/ Note: Black–Scholes implied volatility via the inverse Gaussian survival function Contents Black-Scholes option pricing model: price and implied volatility Bachelier option pricing model: price and implied volatility Installation Install the devtools package and run","default_branch":null,"files":null,"tree":[],"storefront":"/r/PyFE","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/PyFE/FE-R/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}