m4fe: Models for Financial Economics
Version 0.1

Provides binomial tree models for European, American and Asian Options as well as Interest Rates. Monte Carlo Simulation and Methods for Solving Differential Equations are also included.

AuthorNathan Esau <nesau@sfu.ca>
Date of publication2014-09-16 07:33:58
MaintainerNathan Esau <nesau@sfu.ca>
LicenseGPL-2
Version0.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("m4fe")

Getting started

README.md

Popular man pages

currentStocks: Current Stock Info (Yahoo Finance API)
Gamma_c: Gamma (Call Greek)
Psi_c: Psi (Call Greek)
recursiveTree: European Call Option Price (Recursive)
Rho_c: Rho (Call Greek)
Theta_c: Theta (Call Greek)
Vega_c: Vega (Call Greek)
See all...

All man pages Function index File listing

Man pages

asianOption: Asian Option Price
bdt: Black-Derman-Toy Interest Rate Tree
blackScholes: Black-Scholes Formula (European Option)
currentStocks: Current Stock Info (Yahoo Finance API)
Delta_c: Delta (Call Greek)
Gamma_c: Gamma (Call Greek)
Psi_c: Psi (Call Greek)
recursiveTree: European Call Option Price (Recursive)
Rho_c: Rho (Call Greek)
Theta_c: Theta (Call Greek)
treeBasic: European Option Price (Basic Binomial Tree Formula)
treeDetails: European Option Pricing Details
Vega_c: Vega (Call Greek)

Functions

Delta_c Man page Source code
E2lognormal Source code
Elognormal Source code
Gamma_c Man page Source code
Psi_c Man page Source code
Rho_c Man page Source code
Theta_c Man page Source code
Vega_c Man page Source code
asianOption Man page Source code
bdt Man page Source code
blackScholes Man page Source code
currentStocks Man page Source code
d1 Source code
d2 Source code
dlognormal Source code
recursiveTree Man page Source code
treeBasic Man page Source code
treeDetails Man page Source code

Files

inst
inst/doc
inst/doc/bdt.rnw
inst/doc/geometricBrownianMotionProof.rnw
inst/doc/geometricBrownianMotionProof.pdf
inst/doc/blackScholesDerivation.rnw
inst/doc/blackScholesDerivation.pdf
inst/doc/bdt.pdf
NAMESPACE
R
R/lognormal.R
R/treeBasic.R
R/currentStocks.R
R/bdt.R
R/recursiveTree.R
R/blackScholes.R
R/asianOption.R
R/callGreeks.R
R/treeDetails.R
vignettes
vignettes/bdt.rnw
vignettes/geometricBrownianMotionProof.rnw
vignettes/blackScholesDerivation.rnw
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/Vega_c.Rd
man/recursiveTree.Rd
man/currentStocks.Rd
man/treeDetails.Rd
man/treeBasic.Rd
man/Gamma_c.Rd
man/Rho_c.Rd
man/Theta_c.Rd
man/Psi_c.Rd
man/Delta_c.Rd
man/blackScholes.Rd
man/asianOption.Rd
man/bdt.Rd
m4fe documentation built on May 19, 2017, 8:30 p.m.

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