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.

Author
Nathan Esau <nesau@sfu.ca>
Date of publication
2014-09-16 07:33:58
Maintainer
Nathan Esau <nesau@sfu.ca>
License
GPL-2
Version
0.1

View on CRAN

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)

Files in this package

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