The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
greeks
is now published in JOSS:
Hudde, A., (2024). greeks: Sensitivities of Prices of Financial Options and Implied Volatilities. Journal of Open Source Software, 9(95), 5987, https://doi.org/10.21105/joss.05987
Greeks_UI()
Added arithmetic Asian Option prices and
Greeks
BS_Geometric_Asian_Greeks()
now computes prices and
sensitivities of geometric Asian options.
Greeks_UI()
also displays Geometric Asian Options.
Greeks_UI()
: Added American Options and Greeks.
Implied_Volatility()
: Improved performance for European
Options by implementing Halley’s Method.
Fixed installation problems.
Added function Greeks_UI()
which starts an interactive
shiny app to display option prices and Greeks.
BS_European_Greeks()
: Added the Greeks
zomma
, color
, and ultima
.
BS_European_Greeks()
: Added cash_or_nothing
and asset_or_nothing
payoff function and the Greek
vera
.
Improved performance of Implied_Volatility()
for
European options in the Black Scholes model.
Added function Implied_Volatility()
to compute implied
probabilities of various options.
Removed dependency from MatrixStats
and improved
performance of Malliavin_Asian_Greeks()
.
Added function Greeks()
which is a wrapper to compute
any option value or Greek which is implemented in the package
greeks
.
BS_European_Greeks()
: Added Greeks charm
,
vomma
, veta
, speed
.
Added function Binomial_American_Greeks()
which computes
American Option prices and Greeks in the binomial options pricing
model.
Improved performance of Malliavin_Asian_Greeks()
.
New function Malliavin_European_Greeks()
which computes
fair value and Greeks for American Options in the Black Scholes and an
Jump-Diffusion Model
Improvements in Malliavin_Asian_Greeks()
:
Initial Version of the package. Computes Sensitivities of Prices of Financial Options for European and Asian Options in the Black Scholes model.
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.