Pricing Equity Derivatives with Extensions of Black-Scholes

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- README.md
- ragtop: Pricing equity derivatives with extensions of Black-Scholes
- ragtop: Complex Derivatives Pricing

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**CallableBond-class:**Callable (and putable) corporate or government bond.**equivalent_bs_vola_to_jump:**Find straight Black-Scholes volatility equivalent to jump...**GridPricedInstrument-class:**Representation of financial instrument amenable to grid...**implied_jump_process_volatility:**Implied volatility of any instrument**implied_volatilities_with_rates_struct:**Find the implied volatility of european-exercise options with...**infer_conforming_time_grid:**A time grid with extra times inserted for coupons, calls and...**Quandl_df_fcn_UST_raw:**Get a US Treasury curve discount factor function**Browse all...**

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Constant to define when times are considered so close to each other that they should be treated as simultaneous

1 |

An object of class `numeric`

of length 1.

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

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