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derivmkts
View on CRAN: Click
here
Download and install derivmkts package within the R console
Install from CRAN:
install.packages("derivmkts")
Install from Github:
library("remotes")
install_github("cran/derivmkts")
Install by package version:
library("remotes")
install_version("derivmkts", "0.2.5")
Attach the package and use:
library("derivmkts")
Maintained by
Robert McDonald
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-05-08
Latest Update: 2022-04-11
Description:
A set of pricing and expository functions that should
be useful in teaching a course on financial derivatives.
How to cite:
Robert McDonald (2016). derivmkts: Functions and R Code to Accompany Derivatives Markets. R package version 0.2.5, https://cran.r-project.org/web/packages/derivmkts. Accessed 22 Dec. 2024.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for derivmkts
Functions, R codes and Examples using
the derivmkts R package
Some associated functions: arithasianmc . arithavgpricecv . asiangeomavg . barriers . binom . blksch . bondsimple . compound . geomasianmc . greeks . implied . jumps . perpetual . quincunx . simprice .
Some associated R codes: asiangeomavg.R . asianmontecarlo.R . barriers.R . binom.R . blksch.R . bondsimple.R . compound.R . greeks.R . implied.R . jumps.R . perpetual.R . quincunx.R . simprice.R . util.R . Full derivmkts package functions and examples
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