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Documentation for package ‘DtD’ version 0.2.2

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BS_call European Call Option Price and the Inverse
BS_fit Fit Black-Scholes Parameters
BS_fit_rolling Fit Black-Scholes Parameters Over Rolling Window
BS_sim Simulate Stock Price and Price of Underlying Asset
get_underlying European Call Option Price and the Inverse
merton_ll Compute Log-Likelihood of Merton Model