m4fe: Models for Financial Economics

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

View on CRAN

Files

m4fe
m4fe/inst
m4fe/inst/doc
m4fe/inst/doc/bdt.rnw
m4fe/inst/doc/geometricBrownianMotionProof.rnw
m4fe/inst/doc/geometricBrownianMotionProof.pdf
m4fe/inst/doc/blackScholesDerivation.rnw
m4fe/inst/doc/blackScholesDerivation.pdf
m4fe/inst/doc/bdt.pdf
m4fe/NAMESPACE
m4fe/R
m4fe/R/lognormal.R m4fe/R/treeBasic.R m4fe/R/currentStocks.R m4fe/R/bdt.R m4fe/R/recursiveTree.R m4fe/R/blackScholes.R m4fe/R/asianOption.R m4fe/R/callGreeks.R m4fe/R/treeDetails.R
m4fe/vignettes
m4fe/vignettes/bdt.rnw
m4fe/vignettes/geometricBrownianMotionProof.rnw
m4fe/vignettes/blackScholesDerivation.rnw
m4fe/README.md
m4fe/MD5
m4fe/build
m4fe/build/vignette.rds
m4fe/DESCRIPTION
m4fe/man
m4fe/man/Vega_c.Rd m4fe/man/recursiveTree.Rd m4fe/man/currentStocks.Rd m4fe/man/treeDetails.Rd m4fe/man/treeBasic.Rd m4fe/man/Gamma_c.Rd m4fe/man/Rho_c.Rd m4fe/man/Theta_c.Rd m4fe/man/Psi_c.Rd m4fe/man/Delta_c.Rd m4fe/man/blackScholes.Rd m4fe/man/asianOption.Rd m4fe/man/bdt.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.