Man pages for RND
Risk Neutral Density Extraction Package

approximate.maxMax Function Approximation
bsm.objectiveBSM Objective Function
compute.implied.volatilityCompute Impied Volatility
dewEdgeworth Density
dgbGeneralized Beta Density
dmlnDensity of Mixture Lognormal
dmln.amDensity of Mixture Lognormal for American Options
dshimkoDensity Implied by Shimko Method
ew.objectiveEdgeworth Exapnsion Objective Function of Lognormal Extraction for American Options
extract.bsm.densityExtract Lognormal Density
extract.ew.densityExtract Edgeworth Based Density Beta Extraction
extract.mln.densityExtract Mixture of Lognormal Densities
extract.ratesExtract Risk Free Rate and Dividend Yield
extract.shimko.densityExtract Risk Neutral Density based on Shimko's Method
fit.implied.volatility.curveFit Implied Quadratic Volatility Curve
gb.objectiveGeneralized Beta Objective
get.point.estimatePoint Estimation of the Density function for the Mixture of Lognormal of American...
mln.objectiveObjective function for the Mixture of Lognormal
MOEMother of All Extractions
oil.2012.10.01West Texas Intermediate Crude Oil Options on 2013-10-01
pgbCDF of Generalized Beta American Options on Mixtures of Lognormals
price.bsm.optionPrice BSM Option
price.ew.optionPrice Options with Edgeworth Approximated Density Beta Option Pricing
price.mln.optionPrice Options on Mixture of Lognormals
price.shimko.optionPrice Option based on Shimko's Method
RND-packageRisk Neutral Density Extraction Package
sp500.2013.04.19S&P 500 Index Options on 2013-04-19
sp500.2013.06.24S&P 500 Index Options on 2013-06-24
vix.2013.06.25VIX Options on 2013-06-25
RND documentation built on May 1, 2019, 10:52 p.m.