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: american bs1 volatility

Quantlet: european
Description: starting program to calculate option prices or implied volatilities for european options

Usage: european()

Example:

library("finance")

european()

Result:

option price or implied volatility of european options 

using the Black and Scholes formula 


Library: finance
See also: american bs1 volatility

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