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Main : R : 


Category: R View Full Details
Download Now!Binomial trees with R
Submitter: vanna Date: 2007/3/30
Description:
Here are some R functions to do binomial trees. i) optionvalue.euro - this does CRR/LR/JR trees (ii) greek.binomial - this is based on Pelseer/Vorst ("The Binomial Model and the Greeks." /Journal of Derivatives/, Spring 1994, 45-49 ) (iii) optionvalue.amer - american option pricing using CRR/LR/JR (iv) optionvalue.bbs - Broadie-Detempleton adjustment to the tree (2 pt richardson extrapolation + BS at penultimate) *See American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods* (http://rfs.oupjournals.org/cgi/reprint/9/4/1211)




# Krishna Kumar
# kriskumar@spammy_hoho_earthlink.net
# Last modified 10/07/2004
# http://financemonk.com
# Have fun!. No rights reserved.


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Downloaded 1322 times  1322  File Size 0 bytes  Supported Platforms R  Home Page http://mfinance.berlios.de/mfinance/
Rating: 10.00 (1 vote)
Rate this File | Modify | Delete | Report Broken File | Tell a Friend | Comments (40)

Poster Thread
psffok228
Posted: 2009/12/10 7:51  Updated: 2009/12/10 7:51
Just popping in
Joined: 2009/12/10
From:
Posts: 1
 Re: Binomial trees with R
Hi.....

i think the link is broken.

i can't download it.

can you fix the link or send me the file, please?

here is my e-mail: felixfok228@yahoo.com.hk

Thank you very much

Poster Thread
Anonymous
Posted: 2011/3/27 16:12  Updated: 2011/3/27 16:12
 Binomial trees with R
Does anyone have this file? looks very helpful, but the link is broken

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