Greeks_UI {greeks}

Opens a shiny app to interactively visualize option prices and Greeks.

Description

Opens a shiny app to interactively visualize option prices and Greeks. This works for European Options (see BS_European_Greeks), American Options (see Binomial_American_Greeks), Geometric Asian Options (see BS_Geometric_Asian_Greeks), as well as Asian options (see BS_Malliavin_Asian_Greeks). For performance reasons, just the Black-Scholes model is possible, and for some cases, the set of Greeks is limited. On the y-Axis, the option value resp. the value of the greeks are displayed, for the x-axis, several parameters like initial_price or time_to_maturity are possible.

Usage

Greeks_UI()