SCM

Quant-lab: Project Home – R-Forge

Project description

A collection of function to valuate options, greeks, volatility, and other parameters used by traders. Vanna-Volga, realized and implied volatility, skewness, and kurtosis, volatility smile scenarios, P&L shape, and other techniques are included.

Project Info

Tags: volatillity, option, vanna-volga


This project has not yet categorized itself in the Trove Software Map

Registered: 2014-01-21 19:24
Activity Ranking: 0
View project Statistics
View list of RSS feeds available for this project. 

Public Areas
 Public Forums (0 messages in 0 forums)
 Mailing Lists (0 public mailing lists)
 SCM Repository (Subversion: 27 commits, 156 adds)
Thanks to:
Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge