Models for Financial Economics


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Documentation for package ‘m4fe’ version 0.1

Help Pages

asianOption Asian Option Price
bdt Black-Derman-Toy Interest Rate Tree
blackScholes Black-Scholes Formula (European Option)
currentStocks Current Stock Info (Yahoo Finance API)
Delta_c Delta (Call Greek)
Gamma_c Gamma (Call Greek)
Psi_c Psi (Call Greek)
recursiveTree European Call Option Price (Recursive)
Rho_c Rho (Call Greek)
Theta_c Theta (Call Greek)
treeBasic European Option Price (Basic Binomial Tree Formula)
treeDetails European Option Pricing Details
Vega_c Vega (Call Greek)