ABMPaths: Simulate and plot Arithmetic Brownian Motion path(s)
In GUIDE: GUI for DErivatives in R
Description
Usage
Details
Value
Author(s)
References
See Also
Description
Function to simulate and plot Arithmetic Brownian Motion path(s)
Usage
1
ABMPaths()
Details
The user inputs are as follows:
Drift (or mu)
Volatility(or sigma)
Paths
Clicking on the '+' and '-' respectively increases and decreases the values of each of the above three inputs.
Value
A graph of Arithmetic Brownian Motion path(s) for user specified Drift rate (mu) and the Volatility (sigma).
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
GUIDE documentation built on May 2, 2019, 9:32 a.m.
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Description Usage Details Value Author(s) References See Also
Description
Function to simulate and plot Arithmetic Brownian Motion path(s)
Usage
1 | ABMPaths()
|
Details
The user inputs are as follows:
Drift (or mu)
Volatility(or sigma)
Paths
Clicking on the '+' and '-' respectively increases and decreases the values of each of the above three inputs.
Value
A graph of Arithmetic Brownian Motion path(s) for user specified Drift rate (mu) and the Volatility (sigma).
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
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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