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derivmkts  

Functions and R Code to Accompany Derivatives Markets
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]
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 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:31), 0.2.0 (2016-05-08 21:07), 0.2.1 (2016-06-27 17:22), 0.2.2.1 (2018-04-05 22:19), 0.2.2 (2016-09-05 04:16), 0.2.3 (2018-06-19 21:29), 0.2.4 (2019-06-06 16:10), 0.2.5 (2022-04-11 17:32)
Other packages that cited derivmkts R package
View derivmkts citation profile
Other R packages that derivmkts depends, 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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