genbinomtree: Beregner binomialtræ for aktiepriser
In Asbjoern00/Fin1: Praktiske funktioner i forbindelse med typiske opgaver til fin1 eksamen
genbinomtree R Documentation
Beregner binomialtræ for aktiepriser
Description
Beregner binomialtræ for aktiepriser
Usage
genbinomtree(S_0, alpha, sigma, deltat, N)
Arguments
S_0
Kurs til t=0
alpha
alphaparameter til st.binomialmodel
sigma
volparameter i st.binomialmodel
deltat
tidsskridt i modellen
N
antal tidsskridt i modellen
Value
matrix med binomialtræet
Examples
sigma <- 0.2
alpha <- 0.07
deltat <- 0.25
S_0 <- 100
N <- 4
genbinomtree(S_0,alpha,sigma,deltat,N)
Asbjoern00/Fin1 documentation built on June 12, 2022, 12:55 a.m.
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| genbinomtree | R Documentation |
Beregner binomialtræ for aktiepriser
Description
Beregner binomialtræ for aktiepriser
Usage
genbinomtree(S_0, alpha, sigma, deltat, N)
Arguments
S_0 |
Kurs til t=0 |
alpha |
alphaparameter til st.binomialmodel |
sigma |
volparameter i st.binomialmodel |
deltat |
tidsskridt i modellen |
N |
antal tidsskridt i modellen |
Value
matrix med binomialtræet
Examples
sigma <- 0.2 alpha <- 0.07 deltat <- 0.25 S_0 <- 100 N <- 4 genbinomtree(S_0,alpha,sigma,deltat,N)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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