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 asset bitree

Quantlet: 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 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, 21.9.2000