ivol: Option-implied Informations

Estimating time series of risk-neutral momentum or moments out of option implied volatility surfaces.

Package details

AuthorWolfgang Schadner [aut, cre], Achim Zeileis [ctb]
MaintainerWolfgang Schadner <Wolfgang.Schadner@uibk.ac.at>
LicenseGPL (>=2)
Version0.1-5
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("ivol", repos="http://R-Forge.R-project.org")

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ivol documentation built on Sept. 19, 2019, 3 a.m.