Functions and R Code to Accompany Derivatives Markets

arithasianmc | Asian Monte Carlo option pricing |

arithavgpricecv | Control variate asian call price |

asiangeomavg | Geometric average asian options |

barriers | Barrier option pricing |

binom | Binomial option pricing |

blksch | Black-Scholes option pricing |

bondsimple | Simple Bond Functions |

compound | Compound options |

geomasianmc | Geometric Asian option prices computed by Monte Carlo |

greeks | Calculate option Greeks |

implied | Black-Scholes implied volatility and price |

jumps | Option pricing with jumps |

perpetual | Perpetual American options |

quincunx | Quincunx simulation |

simprice | Simulate asset prices |

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