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.
|Author||Nathan Esau <firstname.lastname@example.org>|
|Date of publication||2014-09-16 07:33:58|
|Maintainer||Nathan Esau <email@example.com>|
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)
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