Black Scholes formula and greeks

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

using the Inverse-Transform method to speed up options pricing simulations in R

Implementations of the Heston stochastic volatility model

Financial Engineering in R

Package for option pricing and volatility calibration for index (and FX) options

R package to download historical bhavcopy of Equities and F&O, get live market data, plot treemap of movement in securities

A Quantitative Finance Engineering Project

Functions, examples and data from the book "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2011), ISBN 978-0123756626.

This was delivered as an R crash course via the Financial Simulation course (MGMT 6440) at RPI

Collection of functions for pricing european options

Code for master thesis about application of FFT technique in Spread option valuation field (based on papers from Hurd Zhou and Dempster Hong)

Vrednovanje azijskih opcija

R implementation of the Heston option pricing function

Modeling option prices of Bitcoin indices on a specified time interval.

Personal calculators for finance in R

A shiny app that allows you to compare the calculation speed of the Cox-Ross-Rubinstein (CRR) option pricing model implemented in R, Java and C++.

Calculate the value of a European or American put/call in n periods in R.