Name | Modified | Size | Downloads / Week |
---|---|---|---|
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 |
********************************************************************* Option Greeks - Black Scholes ********************************************************************* 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 ************************* 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. ---------------------------------------------------------------------- In summary you will need: 1: R And these packages installed 2: shiny 3: ggplot2 3: gridextra ---------------------------------------------------------------------- Then it's simply a matter of typing in R: >library(shiny) >runApp("%folder location of the server.r and ui.r files") ---------------------------------------------------------------------- Enjoy this project !!! -FantasticMathMagic