derivmkts: Functions and R Code to Accompany Derivatives Markets

A set of pricing and expository functions that should be useful in teaching a course on financial derivatives.

Version: 0.2.4
Depends: R (≥ 3.0.0)
Imports: graphics, stats, grDevices, mnormt
Suggests: highlight, markdown, knitr, rmarkdown, ggplot2, dplyr, tidyr
Published: 2019-06-06
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

Downloads:

Reference manual: derivmkts.pdf
Vignettes: Option Pricing Functions to Accompany *Derivatives Markets*
Package source: derivmkts_0.2.4.tar.gz
Windows binaries: r-devel: derivmkts_0.2.4.zip, r-release: derivmkts_0.2.4.zip, r-oldrel: derivmkts_0.2.4.zip
OS X binaries: r-release: derivmkts_0.2.4.tgz, r-oldrel: derivmkts_0.2.4.tgz
Old sources: derivmkts archive

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