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README.md
In FER: Financial Engineering in R
FER
Financial Engineering in R
Contents
- 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
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FER documentation built on March 5, 2021, 5:06 p.m.
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FER
Financial Engineering in R
Contents
- 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
Try the FER package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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