Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: european american bs1 volatility mcmillan volatilam asset bitree

Macro: optstart
Description: this is the starting program to calculate option prices or implied volatilities

Usage: optstart()

Example:
library("finance")
optstart()
Result:
either option price of american or european option
or     implied volatility
using the Black and Scholes formula for the european
or the Mc Millan formula for the american option
or it is using binomial trees

Library: finance
See also: european american bs1 volatility mcmillan volatilam asset bitree

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Feldmann, Sperlich 970217
(C) MD*TECH Method and Data Technologies, 28.6.1999