Lcolzani98/OptionPricingFunctions: Option Pricing Functions

A collection of functions to price different kind of options, we use the formula given by the book "At the complete guide to option pricing formulas by Espen Gaarder Haug"

Getting started

Package details

AuthorColzani Luca colzal@usi.ch, Magni Marta magnim@usi.ch Mancassola Gaia mancag@usi.ch, Kakkanattu Jenson kakkaj@usi.ch
MaintainerLuca Colzani <colzal@usi.ch>
LicenseGPL-2
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("Lcolzani98/OptionPricingFunctions")
Lcolzani98/OptionPricingFunctions documentation built on June 13, 2022, 5:46 a.m.