fOptions: Rmetrics - Pricing and Evaluating Basic Options

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Environment for teaching "Financial Engineering and Computational Finance". Pricing and Evaluating Basic Options.

Author
Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication
2015-11-09 15:09:06
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
GPL (>= 2)
Version
3022.85
URLs

View on R-Forge

Man pages

00fOptions-package
Basic Option Valuation
BasicAmericanOptions
Valuation of Basic American Options
BinomialTreeOptions
Binomial Tree Option Model
HestonNandiGarchFit
Heston-Nandi Garch(1,1) Modelling
HestonNandiOptions
Option Price for the Heston-Nandi Garch Option Model
LowDiscrepancy
Low Discrepancy Sequences
MonteCarloOptions
Monte Carlo Valuation of Options
PlainVanillaOptions
Valuation of Plain Vanilla Options

Files in this package

fOptions/ChangeLog
fOptions/DESCRIPTION
fOptions/NAMESPACE
fOptions/R
fOptions/R/BasicAmericanOptions.R
fOptions/R/BinomialTreeOptions.R
fOptions/R/HestonNandiGarchFit.R
fOptions/R/HestonNandiOptions.R
fOptions/R/LowDiscrepancy.R
fOptions/R/MonteCarloOptions.R
fOptions/R/PlainVanillaOptions.R
fOptions/R/fOptionsEnv.R
fOptions/R/zzz.R
fOptions/inst
fOptions/inst/COPYRIGHT.html
fOptions/inst/unitTests
fOptions/inst/unitTests/Makefile
fOptions/inst/unitTests/runTests.R
fOptions/inst/unitTests/runit.BasicAmericanOptions.R
fOptions/inst/unitTests/runit.BinomialTreeOptions.R
fOptions/inst/unitTests/runit.HestonNandiGarchFit.R
fOptions/inst/unitTests/runit.HestonnandiGarchOption.R
fOptions/inst/unitTests/runit.LowDiscrepancy.R
fOptions/inst/unitTests/runit.MonteCarloOptions.R
fOptions/inst/unitTests/runit.PlainVanillaOptions.R
fOptions/man
fOptions/man/00fOptions-package.Rd
fOptions/man/BasicAmericanOptions.Rd
fOptions/man/BinomialTreeOptions.Rd
fOptions/man/HestonNandiGarchFit.Rd
fOptions/man/HestonNandiOptions.Rd
fOptions/man/LowDiscrepancy.Rd
fOptions/man/MonteCarloOptions.Rd
fOptions/man/PlainVanillaOptions.Rd
fOptions/src
fOptions/src/LowDiscrepancy.f
fOptions/src/Makevars
fOptions/tests
fOptions/tests/doRUnit.R