Sensitivities of Prices of Financial Options and Implied Volatilites

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Documentation for package ‘greeks’ version 1.3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

Binomial_American_Greeks	Computes the Greeks of an American call- or put-option with the Binomial options pricing model
BS_European_Greeks	Computes the Greeks of an European call- or put-option, or of digital options in the Black Scholes model
BS_Geometric_Asian_Greeks	Computes the Greeks of an Geometric Asian Option with classical Call- and Put-Payoff
BS_Implied_Volatility	Computes the implied volatility for European options via Halley's method.
BS_Malliavin_Asian_Greeks	Computes the Greeks of an Asian option with the Malliavin Monte Carlo Method in the Black Scholes model
Greeks	Computes the Greeks of various options
Greeks_UI	Opens a shiny app to plot option prices and Greeks
Implied_Volatility	Computes the implied volatility for various options via Newton's method
Malliavin_Asian_Greeks	Computes the Greeks of an Asian option with the Malliavin Monte Carlo Method in the Black Scholes model
Malliavin_European_Greeks	Computes the Greeks of an European option with the Malliavin Monte Carlo Method in the Black Scholes model
Malliavin_Geometric_Asian_Greeks	Computes the Greeks of an Asian option with the Malliavin Monte Carlo Method in the Black Scholes model