derivatives: implied vol for options on SPX
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Author(s)
References
Description
implied vol for options on SPX for different time to
maturity and moneyness.
Author(s)
Xavier Vallsflamejat@gmail.com
References
A. Meucci, Exercises in Advanced Risk and Portfolio
Management. http://symmys.com/node/170
R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.
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Description Author(s) References
Description
implied vol for options on SPX for different time to maturity and moneyness.
Author(s)
Xavier Vallsflamejat@gmail.com
References
A. Meucci, Exercises in Advanced Risk and Portfolio Management. http://symmys.com/node/170
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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