[R-SIG-Finance] European options in r3

[R. Michael Weylandt <michael.weylandt@gmail.com>]

The greeks package seems a good place to start ;-)

www.rinfinance.com/agenda/2013/talk/JeffRyan.pdf

Michael

On Nov 5, 2013, at 8:48, Vishnu B <vishnu.karthik1 at gmail.com> wrote:

> Hi,
> 
> Is there any package that works with r3.0.2 that can calculate option Greeks for European options?
> 
> Thanks
> Vishnu
> 
> Sent from my iPhone
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