Displaying 2 results from an estimated 2 matches for "minmad".
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2024 Oct 20
0
NMOF 2.10-0 (Numerical Methods and Optimization in Finance)
...it accompanies the book with the same
name, written by Manfred Gilli, Dietmar Maringer and
Enrico Schumann.[1]
Since the last announcement on this list in 2021,
several functions have been added to the package, such
as 'barrierOptionEuropean' for valuing barrier options,
and function 'minMAD' for computing minimum-MAD
portfolios. Also, existing functionality has been
expanded. For instance, 'French', which downloads data
from Kenneth French's data library, now supports
additional datasets. See the NEWS file [2] for all
changes. The documentation has also been expande...
2024 Oct 20
0
NMOF 2.10-0 (Numerical Methods and Optimization in Finance)
...it accompanies the book with the same
name, written by Manfred Gilli, Dietmar Maringer and
Enrico Schumann.[1]
Since the last announcement on this list in 2021,
several functions have been added to the package, such
as 'barrierOptionEuropean' for valuing barrier options,
and function 'minMAD' for computing minimum-MAD
portfolios. Also, existing functionality has been
expanded. For instance, 'French', which downloads data
from Kenneth French's data library, now supports
additional datasets. See the NEWS file [2] for all
changes. The documentation has also been expande...