derivmkts
Functions and R Code to Accompany Derivatives Markets

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derivmkts: Functions and R Code to Accompany Derivatives Markets
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Man pages for derivmkts
Functions and R Code to Accompany Derivatives Markets

arithasianmcAsian Monte Carlo option pricing
arithavgpricecvControl variate asian call price
asiangeomavgGeometric average asian options
barriersBarrier option pricing
binomBinomial option pricing
blkschBlack-Scholes option pricing
bondsimpleSimple Bond Functions
compoundCompound options
geomasianmcGeometric Asian option prices computed by Monte Carlo
greeksCalculate option Greeks
impliedBlack-Scholes implied volatility and price
jumpsOption pricing with jumps
perpetualPerpetual American options
quincunxQuincunx simulation
simpriceSimulate asset prices
derivmkts documentation built on April 11, 2022, 5:10 p.m.

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