[R-pkgs] NMOF 2.5-0 (Numerical Methods and Optimization in Finance)
Enrico Schumann
e@ @end|ng |rom enr|co@chum@nn@net
Wed Oct 20 18:05:10 CEST 2021
Dear all,
version 2.5-0 of package NMOF is on CRAN now.
(Incidentally, today is 20 October 2021, which marks the
10th anniversary of NMOF on CRAN.)
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, functionality has
been added to the package, e.g. for computing minimum-CVaR
and tracking portfolios, or downloading IPO data. 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] http://enricoschumann.net/NMOF.htm
[2] https://gitlab.com/NMOF/NMOF/-/blob/master/NEWS
--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net
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