Risk Neutral Density


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Documentation for package ‘RND’ version 1.0

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RND-package RND
bsm.extraction BSM Extraction
bsm.objective BSM Objective
bsm.option.price BSM Option Pricing
compute.implied.volatility Compute Implied Volatility
dew Edgeworth Density Function
dgb Density of Generalized Beta
dmln Density of Mixture Lognormal
dshimko Density Shimko
ew.extraction Edgeworth Extraction
ew.objective Edgeworth Objective
ew.option.price Edgeworth Option Price
extract.rates Extract Rates
fit.implied.volatility.curve Fit Implied Volatility Curve
gb.extraction Generalized Beta Extraction
gb.objective Generalized Beta Objective
gb.option.price Generalized Beta Option Pricing
get.point.estimate Point Estimation of the Density
mln.extraction Mixture of Lognormal Extraction
mln.objective Mixture of Lognormal Objective
mln.option.price Mixture of Lognormal Option Price
MOE Mother of All Extractions
pgb CDF of Generalized Beta
RND RND
shimko.extraction Shimko Extraction
shimko.option.price Shimko Option Price
sp500.2013.04.19 SP 500 Index Option
sp500.2013.06.24 SP 500 Index Option
vix.2013.06.25 VIX Index Option