The Generalized Hyperbolic Distribution, Related Distributions and Their Applications in Finance

A collection of R and C++ functions to work with the generalized hyperbolic distribution, related distributions and their applications in financial risk management and quantitative analysis.


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Reference manual

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install.packages("frmqa")

0.1-5 by Thanh T. Tran, 7 years ago


Browse source code at https://github.com/cran/frmqa


Authors: Thanh T. Tran


Documentation:   PDF Manual  


Task views: Empirical Finance, Probability Distributions


GPL (>= 2) license


Depends on partitions, Rmpfr


See at CRAN