R: Sensitivities of Prices of Financial Options and Implied Volatilities

# Sensitivities of Prices of Financial Options and Implied Volatilities

## Documentation for package ‘greeks’ version 1.5.6

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

Binomial_American_Greeks | Computes the Greeks of an American call- or put-option with the Binomial options pricing model
BS_European_Greeks | Computes the Greeks of a European call- or put-option, or of digital options in the Black Scholes model.
BS_Geometric_Asian_Greeks | Computes the Greeks of a Geometric Asian Option with classical Call- and Put-Payoff in the Black Scholes model
BS_Implied_Volatility | Computes the implied volatility for European put- and call options in the Black Scholes model via Halley's method.
BS_Malliavin_Asian_Greeks | Computes the Greeks of an Asian option with the Malliavin Monte Carlo Method in the Black Scholes model
Greeks | Computes the Greeks of various options in the Black Scholes model or both in the Black Scholes model or a Jump Diffusion model in the case of Asian Options, or in the Binomial options pricing model
Greeks_UI | Opens a shiny app to interactively visualize option prices and Greeks.
Implied_Volatility | Computes the implied volatility for various options via Newton's method
Malliavin_Asian_Greeks | Computes the Greeks of an Asian option with the Malliavin Monte Carlo Method in the Black Scholes model, or for Asian options, also in a Jump Diffusion model
Malliavin_European_Greeks | Computes the Greeks of a European option with the Malliavin Monte Carlo Method in the Black Scholes model
Malliavin_Geometric_Asian_Greeks | Computes the Greeks of a geometric Asian option with the Malliavin Monte Carlo Method in the Black Scholes- or Jump diffusion model