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.

Install the latest version of this package by entering the following in R:
install.packages("m4fe")
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

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

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.