https://github.com/cuadernin/modbinomialr

Calculate the value of a European or American put/call in n periods in R.
https://github.com/cuadernin/modbinomialr

binomial binomial-model call option-pricing put r

Last synced: 2 months ago
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Calculate the value of a European or American put/call in n periods in R.

• Host: GitHub
• URL: https://github.com/cuadernin/modbinomialr
• Owner: Cuadernin
• Created: 2021-05-21T23:15:25.000Z (about 4 years ago)
• Default Branch: master
• Last Pushed: 2021-06-19T03:50:25.000Z (almost 4 years ago)
• Last Synced: 2024-05-17T16:59:19.817Z (about 1 year ago)
• Topics: binomial, binomial-model, call, option-pricing, put, r
• Language: R
• Homepage:
• Size: 8.79 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# ModBinomialR

Calculate the value of an American or European put/call with Volatility at N periods in R.  \

See the [Python code](https://github.com/Cuadernin/ModeloBinomial)

**You can graph the binomial tree with the library(fOptions)**

```

valor=BinomialTreeOption(TypeFlag="ce",S=S,X=K,Time=time,r=0.05,b=0,sigma=o,n=N,title="binomial model") 

BinomialTreePlot(valor)   

```