derivmkts: Functions and R Code to Accompany Derivatives Markets

A set of pricing and expository functions that should be useful in teaching a course on financial derivatives.

AuthorRobert McDonald [aut, cre, cph]
Date of publication2016-09-05 04:16:35
MaintainerRobert McDonald <rmcd1024@gmail.com>
LicenseMIT + file LICENSE
Version0.2.2

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Functions

arithasianmc Man page
arithavgpricecv Man page
asiangeomavg Man page
assetcall Man page
assetdicall Man page
assetdiput Man page
assetdocall Man page
assetdoput Man page
assetjump Man page
assetput Man page
assetuicall Man page
assetuiput Man page
assetuocall Man page
assetuoput Man page
barriers Man page
binom Man page
binomial Man page
binomopt Man page
binomplot Man page
binormsdist Man page
blksch Man page
bondpv Man page
bondsimple Man page
bondyield Man page
bscall Man page
bscallimps Man page
bscallimpvol Man page
bsopt Man page
bsput Man page
bsputimps Man page
bsputimpvol Man page
calldownin Man page
calldownout Man page
calloncall Man page
callonput Man page
callperpetual Man page
callupin Man page
callupout Man page
cashcall Man page
cashdicall Man page
cashdiput Man page
cashdocall Man page
cashdoput Man page
cashjump Man page
cashput Man page
cashuicall Man page
cashuiput Man page
cashuocall Man page
cashuoput Man page
compound Man page
convexity Man page
dicall Man page
diput Man page
docall Man page
doput Man page
dr Man page
drdeferred Man page
duration Man page
geomasianmc Man page
geomavgprice Man page
geomavgpricecall Man page
geomavgpriceput Man page
geomavgstrike Man page
geomavgstrikecall Man page
geomavgstrikeput Man page
greeks Man page
greeks2 Man page
implied Man page
jumps Man page
mertonjump Man page
optionsoncall Man page
optionsonput Man page
perpetual Man page
putdownin Man page
putdownout Man page
putoncall Man page
putonput Man page
putperpetual Man page
putupin Man page
putupout Man page
quincunx Man page
.tol Man page
uicall Man page
uiput Man page
uocall Man page
uoput Man page
ur Man page
urdeferred Man page

Files

derivmkts
derivmkts/inst
derivmkts/inst/doc
derivmkts/inst/doc/derivmkts-vignette.R
derivmkts/inst/doc/derivmkts-vignette.Rnw
derivmkts/inst/doc/derivmkts-vignette.pdf
derivmkts/inst/doc/Notes-on-vectorization.pdf
derivmkts/inst/doc/Notes-on-vectorization.R
derivmkts/inst/doc/Notes-on-vectorization.Rnw
derivmkts/tests
derivmkts/tests/testthat
derivmkts/tests/testthat/compound_tests.R
derivmkts/tests/testthat/greeks_tests.R
derivmkts/tests/testthat/jump_tests.R
derivmkts/tests/testthat/test.R
derivmkts/tests/testthat/barrier_tests.R
derivmkts/tests/testthat/binom_tests.R
derivmkts/tests/testthat/option_testvalues.Rdata
derivmkts/tests/testthat/blksch_tests.R
derivmkts/tests/testthat/perpetual_tests.R
derivmkts/tests/testthat/implied_test.R
derivmkts/tests/testthat/bondsimple_test.R
derivmkts/tests/testthat/asian_tests.R
derivmkts/NAMESPACE
derivmkts/NEWS.md
derivmkts/R
derivmkts/R/compound.R derivmkts/R/perpetual.R derivmkts/R/quincunx.R derivmkts/R/implied.R derivmkts/R/binom.R derivmkts/R/asianmontecarlo.R derivmkts/R/blksch.R derivmkts/R/asiangeomavg.R derivmkts/R/barriers.R derivmkts/R/jumps.R derivmkts/R/bondsimple.R derivmkts/R/util.R derivmkts/R/greeks.R
derivmkts/vignettes
derivmkts/vignettes/derivmkts-vignette.Rnw
derivmkts/vignettes/derivmkts.bib
derivmkts/vignettes/book2.bst
derivmkts/vignettes/derivmkts.R
derivmkts/vignettes/Notes-on-vectorization.Rnw
derivmkts/MD5
derivmkts/build
derivmkts/build/vignette.rds
derivmkts/DESCRIPTION
derivmkts/man
derivmkts/man/implied.Rd derivmkts/man/asiangeomavg.Rd derivmkts/man/jumps.Rd derivmkts/man/blksch.Rd derivmkts/man/barriers.Rd derivmkts/man/arithavgpricecv.Rd derivmkts/man/bondsimple.Rd derivmkts/man/arithasianmc.Rd derivmkts/man/greeks.Rd derivmkts/man/quincunx.Rd derivmkts/man/binom.Rd derivmkts/man/compound.Rd derivmkts/man/geomasianmc.Rd derivmkts/man/perpetual.Rd
derivmkts/LICENSE

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All documentation is copyright its authors; we didn't write any of that.