A set of pricing and expository functions that should be useful in teaching a course on financial derivatives.
Version: | 0.2.5 |
Depends: | R (≥ 3.0.0) |
Imports: | graphics, stats, grDevices, mnormt |
Suggests: | markdown, knitr, rmarkdown, ggplot2, dplyr, tidyr, pander, bookdown |
Published: | 2022-04-11 |
DOI: | 10.32614/CRAN.package.derivmkts |
Author: | Robert McDonald [aut, cre, cph] |
Maintainer: | Robert McDonald <rmcd1024 at gmail.com> |
License: | MIT + file LICENSE |
NeedsCompilation: | no |
Materials: | NEWS |
In views: | Finance |
CRAN checks: | derivmkts results |
Reference manual: | derivmkts.pdf |
Vignettes: |
Option Pricing Functions to Accompany *Derivatives Markets* |
Package source: | derivmkts_0.2.5.tar.gz |
Windows binaries: | r-devel: derivmkts_0.2.5.zip, r-release: derivmkts_0.2.5.zip, r-oldrel: derivmkts_0.2.5.zip |
macOS binaries: | r-release (arm64): derivmkts_0.2.5.tgz, r-oldrel (arm64): derivmkts_0.2.5.tgz, r-release (x86_64): derivmkts_0.2.5.tgz, r-oldrel (x86_64): derivmkts_0.2.5.tgz |
Old sources: | derivmkts archive |
Please use the canonical form https://CRAN.R-project.org/package=derivmkts to link to this page.