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ui.r 2016-10-25 3.3 kB
Option Greeks.rar 2016-10-25 4.4 kB
README.txt 2016-10-25 2.0 kB
server.r 2016-10-25 11.8 kB
Totals: 4 Items   21.5 kB 0
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		    Option Greeks - Black Scholes
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Originally Created and Uploaded: 2014-03-30


Last Update: 2016-10-24
-fixed radios and graphs that stopped working with the newest version of R/shiny

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This app uses the Black Scholes equation to calculate theoretical 
prices and various first and one second order greek. User input 
dynamically updates the table and the graphs for a seamless experience. 

From Wikipedia:
"In mathematical finance, the Greeks are the quantities representing 
the sensitivity of the price of derivatives such as options to a change 
in underlying parameters on which the value of an instrument or portfolio 
of financial instruments is dependent. The name is used because the most
common of these sensitivities are often denoted by Greek letters. 
Collectively these have also been called the risk sensitivities, risk 
measures or hedge parameters."

This is a web app written in the R language featuring the new 
'ggplot2' and 'shiny' packages to display beautiful statistics in a
seamless way. 

Unfortunately, it is not yet convenient to place this app on a 
basic website since it requires root access on a Linux machine. 
Therefore, the only way to use this program is by downloading the 
source which is freely available and running it in your version of R
along with the necessary packages. 



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In summary you will need:
1: R

And these packages installed
2: shiny
3: ggplot2
3: gridextra



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Then it's simply a matter of typing in R: 

>library(shiny)
>runApp("%folder location of the server.r and ui.r files")



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Enjoy this project !!!
-FantasticMathMagic
Source: README.txt, updated 2016-10-25