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.html , derivmkts.pdf |
| Vignettes: |
Option Pricing Functions to Accompany *Derivatives Markets* (source, R code) |
| 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 |
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