roptions

Option Strategies and Valuation

CRAN Package

Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" doi:10.1086/260062.

  • Version1.0.3
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release05/11/2020

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  • Imports3 packages