Premium3D: Option premium as a function of stock price/strike and time.
In GUIDE: GUI for DErivatives in R
Description
Usage
Details
Value
Author(s)
References
See Also
Description
Function to plot the option premium as a function of stock price/strike and time
Usage
1
Details
The user inputs are as follows:
Type of Option: chosen between Call/Put
X-Y axis: chosen between Stock price-Time/Strike - Time
sigma
Risk free rate
Clicking on the '+'/'-' respectively increases/decreases the values.
Value
A plot of the option premium as a function of stock price/strike and time
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 plot the option premium as a function of stock price/strike and time
Usage
1 |
Details
The user inputs are as follows:
Type of Option: chosen between Call/Put
X-Y axis: chosen between Stock price-Time/Strike - Time
sigma
Risk free rate
Clicking on the '+'/'-' respectively increases/decreases the values.
Value
A plot of the option premium as a function of stock price/strike and time
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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