diff --git a/pkg/DESCRIPTION b/pkg/DESCRIPTION
index f812808..b3ef854 100644
--- a/pkg/DESCRIPTION
+++ b/pkg/DESCRIPTION
@@ -1,6 +1,6 @@
 Package: FER
 Title: Financial Engineering in R (FER)
-Version: 0.91
+Version: 0.93
 Authors@R: person("Jaehyuk", "Choi", email = "pyfe@eml.cc", role = c("aut", "cre"))
 Description: R implementations of standard financial engineering codes;
   vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and
@@ -8,16 +8,14 @@ Description: R implementations of standard financial engineering codes;
 URL: https://github.com/PyFE/FE-R
 BugReports: https://github.com/PyFE/FE-R/issues
 Depends:
-    R (>= 3.3.1)
+  R (>= 3.3.1)
 NeedsCompilation: no
 License: GPL (>= 2)
 Encoding: UTF-8
 LazyData: true
 RoxygenNote: 7.1.1
 Imports: 
-    stats,
-    statmod,
-    devtools
+  stats,
+  statmod
 Suggests: 
-    testthat (>= 3.0.0)
-Config/testthat/edition: 3
+  testthat (>= 3.0.0)
diff --git a/pkg/README.md b/pkg/README.md
index 6783634..a678824 100644
--- a/pkg/README.md
+++ b/pkg/README.md
@@ -1,13 +1,8 @@
-# FE-R
-Financial Engineering functions in R
+# FER
+Financial Engineering in R
 
 ## Contents
-* Black-Scholes option pricing model: price and implied volatility
-* Bachelier option pricing model: price and implied volatility
-
-## Installation
-Install `devtools` package in run
-```R
-library(devtools)
-devtools::install_github("PyFE/FE-R", subdir="pkg")
-```
+* Black-Scholes model: option price and implied volatility
+* Bachelier model: option price and implied volatility
+* Constant-Elasticity-of-Variance (CEV) model: option price
+* Stochastic-Alpha-Beta-Rho (SABR) model: equivalent BS volatility and price