Book Image

Mastering R for Quantitative Finance

Book Image

Mastering R for Quantitative Finance

Overview of this book

Table of Contents (20 chapters)
Mastering R for Quantitative Finance
Credits
About the Authors
About the Reviewers
www.PacktPub.com
Preface
Index

References


  • Black, F. and Scholes, M. [1973]: The Pricing of Options and Corporate Liabilities. The Journal of Political Economy, 81(3), pp. 637-654.

  • Hull, J. C. [2009]: Option, Futures and other Derivatives. Pearson, Prentice Hall.

  • Merton, R. [1973]: Theory of Rational Option Pricing. The Bell Journal of Economics and Management Science, 4(1), pp. 141-183.

  • Száz, J [2009]: Devizaopciók és Részvényopciók Árazása, Jet Set, Budapest.