stockTimeGreeks: Plot of option greeks for a European Call/Put as a function...
In GUIDE: GUI for DErivatives in R

Description Usage Details Value Author(s) References See Also

Function to plot of option greeks for a European Call/Put as a function of stock price and time.

1	stockTimeGreeks()

The user inputs are as follows:
Type of Option: chosen between Call/Put
Greek: chosen amongst Delta, Gamma, Vega, Theta, Rho
Sigma (Volatility) per annum
Risk free rate per annum:
Clicking "+ / -" increases/decreases the value of the above two inputs.

Plot of option greeks for a European Call/Put as a function of stock price and time.

S Subramanian <ssubramanian@sssihl.edu.in>

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

calcgreeks

GUIDE documentation built on May 2, 2019, 9:32 a.m.