Library: | finance |
See also: | european american bs1 volatility mcmillan asset bitree |
Macro: | optstart | |
Description: | this is the starting program to calculate option prices or implied volatilities |
Usage: | optstart() |
library("finance") optstart()
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 asset bitree |