roptions: Option Strategies and Valuation

Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" <doi:10.1086/260062>.

Getting started

Package details

AuthorAnurag Agrawal [aut, cre] (<https://orcid.org/0000-0003-2272-8273>)
MaintainerAnurag Agrawal <agrawalanurag1999@gmail.com>
LicenseGPL-3
Version1.0.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("roptions")

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roptions documentation built on July 8, 2020, 7:30 p.m.