FMFE: FMFE package

In czxa/FMFE: Options and Futures in Financial Mathematics and Financial Engineering

Description

An option pricing and trading strategy visualization package. It is mainly used in Song Haozhang's financial engineering and mathematics.

bear

Visualization of Bear Market Spread Strategy

bull

Visualization of Bull Market Spread Strategy

butterfly

Visualization of Butterfly Spread Strategy

BSM

BSM Option Pricing Model and Greek Value Calculation

protective.put

Visualization of Protection Selling Strategy (Reverse Operation of Protection Selling Strategy)

writing.call

Visualization of the Strategy of Sale of Standby Purchase Rights (Reverse Operation of the Strategy of Sale Standby Purchase Rights)

callbt

Binary Tree Pricing of Call Options (Continuous Compound Interest)

dcallbt

Binary Tree Pricing of Call Options (Discrete Compound Interest, the Simplest Method Introduced in the Financial Random Analysis Book)

putbt

Binary Tree Pricing of Put Options (Continuous Compound Interest)

dputbt

Binary Tree Pricing of Put Options (Discrete Compound Interest)

czxa/FMFE documentation built on Nov. 6, 2019, 4:58 a.m.