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: asset american bitree bs1 european mcmillan volatility

Quantlet: optstart
Description: calculates option prices or implied volatilities

Usage: optstart()

Example:
library("finance")
optstart()

Result:
This quantlet invokes several interactive menus which ask you
to specify the characteristics of your options. As output either the
price of an american or a european option or its implied volatility
are calculated. For European options the Black and Scholes formula and
for American options the McMillan formula or binomial trees are used.



Author: D. Feldmann, S. Sperlich, W. Haerdle, 19970217 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006