Pricing Equity Derivatives with Extensions of Black-Scholes

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**accelerated_coupon_value:**Present value of coupons according to an acceleration...**black_scholes_on_term_structures:**Black-Scholes pricing of european-exercise options with term...**CallableBond-class:**Callable (and putable) corporate or government bond.**equivalent_bs_vola_to_jump:**Find straight Black-Scholes volatility equivalent to jump...**equivalent_jump_vola_to_bs:**Find jump process volatility with a given default risk from a...**fit_variance_cumulation:**Fit piecewise constant volatilities to a set of equity...**implied_volatilities:**Implied volatilities of european-exercise options under...**Browse all...**

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Constant CALL for defining option contracts

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An object of class `numeric`

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ragtop documentation built on May 29, 2017, 2:53 p.m.

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