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R finance resources to start learning
Francesco Bianchi
·
Jul 10, 2017
·
r-sig-finance
Sending these 2 titles, maybe they are too general and scholastic, but I found them useful in order to combine theory and R coding together: - Stefano M. Iacus (2011), Option Pricing and Estimation of Financial Models with R, Wiley & Sons...
CEV Model & MC simulation
Francesco Bianchi
·
May 28, 2016
·
r-sig-finance
Hi Everyone, here below the assignment I should solve: We assume that the underlying process ST follows a CEV model. * Evaluate the Expected Value of the following payoff using the MC method. Write an efficient code. (Hint: system.time() r...
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