AssetPricing: Optimal pricing of assets with fixed expiry date.

Calculates the optimal price of assets (such as airline flight seats, hotel room bookings) whose value becomes zero after a fixed ``expiry date''. Assumes potential customers arrive (possibly in groups) according to a known inhomogeneous Poisson process. Also assumes a known time-varying elasticity of demand (price sensitivity) function. Uses elementary techniques based on ordinary differential equations. Uses the package deSolve to effect the solution of these differential equations.

Install the latest version of this package by entering the following in R:
install.packages("AssetPricing")
AuthorRolf Turner <r.turner@auckland.ac.nz>
Date of publication2014-06-13 06:17:11
MaintainerRolf Turner <r.turner@auckland.ac.nz>
LicenseGPL (>= 2)
Version1.0-0
http://www.stat.auckland.ac.nz/~rolf/

View on CRAN

Files

inst
inst/plot.flap.R.old
inst/CITATION
inst/coa
inst/optimNote.tex
NAMESPACE
Changelog
R
R/plot.stepfun.R R/plot.AssetPricing.R R/turnPts.R R/qj2i.R R/newt.R R/getPossPrices.R R/xsolve.cont.R R/i2qj.R R/First.R R/declareGlobals.R R/scrF.R R/vupdate.R R/scrG.R R/buildS.R R/progRep.R R/putAway.R R/xsolve.pwl.R R/plot.flap.R R/xsolve.disc.R R/vsolve.R R/a2sf.R R/getS.R R/initx.R
R/RCS
R/RCS/initx.R,v
R/RCS/getS.R,v
R/RCS/a2sf.R,v
R/RCS/turnPts.R,v
R/RCS/xsolve.pwl.R,v
R/RCS/xsolve.R,v
R/RCS/Pfun.R,v
R/RCS/First.R,v
R/RCS/rwmax.R,v
R/RCS/getPossPrices.R,v
R/RCS/plot.flap.R,v
R/RCS/declareGlobals.R,v
R/RCS/vsolve.R,v
R/RCS/progRep.R,v
R/RCS/plot.AssetPricing.R,v
R/RCS/pander.R,v
R/RCS/qj2i.R,v
R/RCS/ror.R,v
R/RCS/xsolve.disc.R,v
R/RCS/xsolve.cont.R,v
R/RCS/findSolType.R,v
R/RCS/plot.funlist.R,v
R/RCS/i2qj.R,v
R/RCS/scrF.R,v
R/RCS/scrG.R,v
R/RCS/putAway.R,v
R/RCS/cev.R,v
R/RCS/plot.stepfun.R,v
R/RCS/buildS.R,v
R/RCS/vupdate.R,v
R/RCS/newt.R,v
R/cev.R R/xsolve.R R/findSolType.R
MD5
DESCRIPTION
man
man/xsolve.Rd man/plot.AssetPricing.Rd man/vsolve.Rd man/AssetPricing-internal.Rd man/buildS.Rd

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