Files in mociepa/ShortfallRiskHedging

Shortfall Risk Hedging for european option

EnglishVersion.pdf HowToStart.md LICENSE.md PolishVersion.pdf R/Bisection_method.R R/Bisection_method_MC.R R/Eta.R R/Eta_call_price.R R/Eta_put_price.R R/False_position_method.R R/Shortfall_risk.R R/Xi_call_price.R R/Xi_call_price_concave.R R/Xi_call_price_convex.R R/Xi_call_price_explicit.R R/Xi_call_price_linear.R R/Xi_put_price.R R/Xi_put_price_concave.R R/Xi_put_price_convex.R R/Xi_put_price_explicit.R R/Xi_put_price_linear.R R/binary_call_payoff.R R/binary_put_payoff.R R/calculate_option_value.R R/calculate_payoffs.R R/call_Newton_concave.R R/call_Newton_convex.R R/call_const.R R/call_finding_concave.R R/call_finding_convex.R R/call_finding_linear.R R/call_finding_modified.R R/call_payoff.R R/call_price.R R/call_price_concave.R R/call_price_convex.R R/call_price_explicit.R R/call_price_linear.R R/d1.R R/d2.R R/delta_finite_difference.R R/finding_parameters.R R/finite_difference_explicit.R R/generate_scenarios.R R/linear_interpolation.R R/losses.R R/matrix_eta.R R/matrix_interpolation.R R/option_concave_payoff.R R/option_convex_payoff.R R/option_linear_payoff.R R/option_modificate_payoff.R R/portfolio_valuation.R R/put_Newton_concave.R R/put_Newton_convex.R R/put_const.R R/put_finding_concave.R R/put_finding_convex.R R/put_finding_linear.R R/put_finding_modified.R R/put_payoff.R R/put_price.R R/put_price_concave.R R/put_price_convex.R R/put_price_explicit.R R/put_price_linear.R README.md man/Bisection_method.Rd man/Bisection_method_MC.Rd man/Eta.Rd man/Eta_call_price.Rd man/Eta_put_price.Rd man/False_position_method.Rd man/Shortfall_risk.Rd man/Xi_call_price.Rd man/Xi_call_price_concave.Rd man/Xi_call_price_convex.Rd man/Xi_call_price_explicit.Rd man/Xi_call_price_linear.Rd man/Xi_put_price.Rd man/Xi_put_price_concave.Rd man/Xi_put_price_convex.Rd man/Xi_put_price_explicit.Rd man/Xi_put_price_linear.Rd man/binary_call_payoff.Rd man/binary_put_payoff.Rd man/calculate_option_value.Rd man/calculate_payoffs.Rd man/call_Newton_concave.Rd man/call_Newton_convex.Rd man/call_const.Rd man/call_finding_concave.Rd man/call_finding_convex.Rd man/call_finding_linear.Rd man/call_finding_modified.Rd man/call_payoff.Rd man/call_price.Rd man/call_price_concave.Rd man/call_price_convex.Rd man/call_price_explicit.Rd man/call_price_linear.Rd man/d1.Rd man/d2.Rd man/delta_finite_difference.Rd man/finding_parameters.Rd man/finite_difference_explicit.Rd man/generate_scenarios.Rd man/linear_interpolation.Rd man/losses.Rd man/matrix_eta.Rd man/matrix_interpolation.Rd man/option_concave_payoff.Rd man/option_convex_payoff.Rd man/option_linear_payoff.Rd man/option_modificate_payoff.Rd man/portfolio_valuation.Rd man/put_Newton_concave.Rd man/put_Newton_convex.Rd man/put_const.Rd man/put_finding_concave.Rd man/put_finding_convex.Rd man/put_finding_linear.Rd man/put_finding_modified.Rd man/put_payoff.Rd man/put_price.Rd man/put_price_concave.Rd man/put_price_convex.Rd man/put_price_explicit.Rd man/put_price_linear.Rd