Dear all,
version 2.10-0 of package NMOF is on CRAN now.
NMOF stands for 'Numerical Methods and Optimization in
Finance', and 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 expanded.
Comments/corrections/remarks/suggestions are -- as always --
very welcome; please send them to the maintainer (me)
directly.
Kind regards
Enrico
[1] https://enricoschumann.net/NMOF.htm
[2] https://enricoschumann.net/R/packages/NMOF/NEWS
--
Enrico Schumann
Lucerne, Switzerland
https://enricoschumann.net
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