Man pages for RND
Risk Neutral Density Extraction Package
| approximate.max | Max Function Approximation |
| bsm.objective | BSM Objective Function |
| compute.implied.volatility | Compute Impied Volatility |
| dew | Edgeworth Density |
| dgb | Generalized Beta Density |
| dmln | Density of Mixture Lognormal |
| dmln.am | Density of Mixture Lognormal for American Options |
| dshimko | Density Implied by Shimko Method |
| ew.objective | Edgeworth Exapnsion Objective Function |
| extract.am.density | Mixture of Lognormal Extraction for American Options |
| extract.bsm.density | Extract Lognormal Density |
| extract.ew.density | Extract Edgeworth Based Density |
| extract.gb.density | Generalized Beta Extraction |
| extract.mln.density | Extract Mixture of Lognormal Densities |
| extract.rates | Extract Risk Free Rate and Dividend Yield |
| extract.shimko.density | Extract Risk Neutral Density based on Shimko's Method |
| fit.implied.volatility.curve | Fit Implied Quadratic Volatility Curve |
| gb.objective | Generalized Beta Objective |
| get.point.estimate | Point Estimation of the Density |
| mln.am.objective | Objective function for the Mixture of Lognormal of American... |
| mln.objective | Objective function for the Mixture of Lognormal |
| MOE | Mother of All Extractions |
| oil.2012.10.01 | West Texas Intermediate Crude Oil Options on 2013-10-01 |
| pgb | CDF of Generalized Beta |
| price.am.option | Price American Options on Mixtures of Lognormals |
| price.bsm.option | Price BSM Option |
| price.ew.option | Price Options with Edgeworth Approximated Density |
| price.gb.option | Generalized Beta Option Pricing |
| price.mln.option | Price Options on Mixture of Lognormals |
| price.shimko.option | Price Option based on Shimko's Method |
| RND-package | Risk Neutral Density Extraction Package |
| sp500.2013.04.19 | S&P 500 Index Options on 2013-04-19 |
| sp500.2013.06.24 | S&P 500 Index Options on 2013-06-24 |
| vix.2013.06.25 | VIX Options on 2013-06-25 |
