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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: 0.2.5
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

Documentation:

Reference manual: derivmkts.pdf
Vignettes: Option Pricing Functions to Accompany *Derivatives Markets*

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=derivmkts to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.