Option Strategies and Valuation

Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" .


Reference manual

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1.0.3 by Anurag Agrawal, a year ago

Browse source code at https://github.com/cran/roptions

Authors: Anurag Agrawal [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports purrr, ggplot2, plotly, stats

See at CRAN