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m4fe

Models for Financial Economics. European, American and Asian Option Pricing (using Binomial Trees), Interest Rate Models, Methods for Solving Partial Differential Equations.

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Version

Install

install.packages('m4fe')

Monthly Downloads

2

Version

0.1

License

GPL-2

Maintainer

Nathan Esau

Last Published

September 16th, 2014

Functions in m4fe (0.1)

asianOption

Asian Option Price
Rho_c

Rho (Call Greek)
treeDetails

European Option Pricing Details
bdt

Black-Derman-Toy Interest Rate Tree
Theta_c

Theta (Call Greek)
Vega_c

Vega (Call Greek)
blackScholes

Black-Scholes Formula (European Option)
Gamma_c

Gamma (Call Greek)
Delta_c

Delta (Call Greek)
Psi_c

Psi (Call Greek)
recursiveTree

European Call Option Price (Recursive)
treeBasic

European Option Price (Basic Binomial Tree Formula)
currentStocks

Current Stock Info (Yahoo Finance API)