R as a Tool in Computational Finance

DOI10.1007/978-3-642-17254-0_29zbMath1229.91013OpenAlexW2118867878WikidataQ57452128 ScholiaQ57452128MaRDI QIDQ3112483

John P. Nolan

Publication date: 10 January 2012

Published in: Handbook of Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-17254-0_29

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Packaged methods for numerical algorithms (65Y15) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

Uses Software

• LAPACK
• R
• SageMath
• QUADPACK
• nortest

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