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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Files in this package

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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