# Enrico Schumann

# NMOF

Numerical Methods and Optimization in Finance

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). The package provides implementations of optimisation heuristics (Differential Evolution, Genetic Algorithms, Particle Swarm Optimisation, Simulated Annealing and Threshold Accepting), and other optimisation tools, such as grid search and greedy search. There are also functions for the valuation of financial instruments such as bonds and options, for portfolio selection and functions that help with stochastic simulations.

Version: 2.7-0 (2022-08-19)

source files manual NEWS ChangeLog GitLab/GitHub

## Vignettes

An_overview.pdfDEnss.pdf

LSqueens.pdf

LSselect.pdf

PSlms.pdf

TAportfolio.pdf

portfolio.pdf

qTableEx.pdf

repair.pdf

vectorise.pdf

To install the package from a running R session, type:

install.packages('NMOF') ## CRAN install.packages('NMOF', repos = c('http://enricoschumann.net/R', getOption('repos')))