| Premium3D {GUIDE} | R Documentation |
Option premium as a function of stock price/strike and time.
Description
Function to plot the option premium as a function of stock price/strike and time
Usage
Premium3D()
Details
The user inputs are as follows:
Type of Option: chosen between Call/Put
X-Y axis: chosen between Stock price-Time/Strike - Time
sigma
Risk free rate
Clicking on the '+'/'-' respectively increases/decreases the values.
Value
A plot of the option premium as a function of stock price/strike and time
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
[Package GUIDE version 1.2.7 Index]