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 June 6, 2019, 5:03 p.m.