[BlindRUG] Computational Finance with R

[Niels Luithardt]

Hi,

I am Niels Luithardt, an i study math and physics at Kiel University (Germany).

This Semester i attend a Course in Computational Finance.

"This course is an introduction to numerical methods for problems in
mathematical finance like valuation of European and American options,
hedging and model calibration. The presented tools include binomial
trees, Itō calculus, integral transform approaches, Monte-Carlo
methods and numerical methods for the solution of partial differential
equations."

My Prof will uses  the software package Scilab, but i will try to use R.


Exists experience with Computational Finance?

what Package I need?

Thanks

Niels