arithasianmc |
Asian Monte Carlo option pricing |
arithavgpricecv |
Control variate asian call price |
asiangeomavg |
Geometric average asian options |
assetcall |
Black-Scholes option pricing |
assetdicall |
Barrier option pricing |
assetdiput |
Barrier option pricing |
assetdocall |
Barrier option pricing |
assetdoput |
Barrier option pricing |
assetjump |
Option pricing with jumps |
assetput |
Black-Scholes option pricing |
assetuicall |
Barrier option pricing |
assetuiput |
Barrier option pricing |
assetuocall |
Barrier option pricing |
assetuoput |
Barrier option pricing |
barriers |
Barrier option pricing |
binom |
Binomial option pricing |
binomial |
Binomial option pricing |
binomopt |
Binomial option pricing |
binomplot |
Binomial option pricing |
binormsdist |
Compound options |
blksch |
Black-Scholes option pricing |
bondpv |
Simple Bond Functions |
bondsimple |
Simple Bond Functions |
bondyield |
Simple Bond Functions |
bscall |
Black-Scholes option pricing |
bscallimps |
Black-Scholes implied volatility and price |
bscallimpvol |
Black-Scholes implied volatility and price |
bsopt |
Calculate option Greeks |
bsput |
Black-Scholes option pricing |
bsputimps |
Black-Scholes implied volatility and price |
bsputimpvol |
Black-Scholes implied volatility and price |
calldownin |
Barrier option pricing |
calldownout |
Barrier option pricing |
calloncall |
Compound options |
callonput |
Compound options |
callperpetual |
Perpetual American options |
callupin |
Barrier option pricing |
callupout |
Barrier option pricing |
cashcall |
Black-Scholes option pricing |
cashdicall |
Barrier option pricing |
cashdiput |
Barrier option pricing |
cashdocall |
Barrier option pricing |
cashdoput |
Barrier option pricing |
cashjump |
Option pricing with jumps |
cashput |
Black-Scholes option pricing |
cashuicall |
Barrier option pricing |
cashuiput |
Barrier option pricing |
cashuocall |
Barrier option pricing |
cashuoput |
Barrier option pricing |
compound |
Compound options |
convexity |
Simple Bond Functions |
dicall |
Barrier option pricing |
diput |
Barrier option pricing |
docall |
Barrier option pricing |
doput |
Barrier option pricing |
dr |
Barrier option pricing |
drdeferred |
Barrier option pricing |
duration |
Simple Bond Functions |
geomasianmc |
Geometric Asian option prices computed by Monte Carlo |
geomavgprice |
Geometric average asian options |
geomavgpricecall |
Geometric average asian options |
geomavgpriceput |
Geometric average asian options |
geomavgstrike |
Geometric average asian options |
geomavgstrikecall |
Geometric average asian options |
geomavgstrikeput |
Geometric average asian options |
greeks |
Calculate option Greeks |
greeks2 |
Calculate option Greeks |
implied |
Black-Scholes implied volatility and price |
jumps |
Option pricing with jumps |
mertonjump |
Option pricing with jumps |
optionsoncall |
Compound options |
optionsonput |
Compound options |
perpetual |
Perpetual American options |
putdownin |
Barrier option pricing |
putdownout |
Barrier option pricing |
putoncall |
Compound options |
putonput |
Compound options |
putperpetual |
Perpetual American options |
putupin |
Barrier option pricing |
putupout |
Barrier option pricing |
quincunx |
Quincunx simulation |
simprice |
Simulate asset prices |
uicall |
Barrier option pricing |
uiput |
Barrier option pricing |
uocall |
Barrier option pricing |
uoput |
Barrier option pricing |
ur |
Barrier option pricing |
urdeferred |
Barrier option pricing |