Title: Calculates Sensitivities of Prices of Financial Options
Description: Provides functions to calculate sensitivities of   financial option
prices for European and Asian options in the Black Scholes   model. Classical
formulas are implemented for European options in the Black Scholes Model, as
is presented in Hull, J. C. (2017). Options, Futures, and Other Derivatives,
Global Edition (9th Edition). Pearson. In the case of Asian options, Malliavin
Monte Carlo Greeks are implemented, see Hudde, A. & Rüschendorf, L. (2016).
European and Asian Malliavin Monte Carlo Greeks for general Jump Diffusions
with nonvanishing Brownian motion part. <arXiv:1603.00920>.
Author: Anselm Hudde [aut, cre] (<https://orcid.org/0000-0002-5652-2815>)

Title: Sensitivities of Prices of Financial Options
Description: Methods to calculate sensitivities of financial option
prices for European and Asian options in the Black Scholes model. Classical

prices for European and Asian and American options in the Black Scholes model. Classical
For American options, the Binomial Tree Method is implemented, see also as
Imports: magrittr, matrixStats, dqrng, Rcpp

European and Asian Greeks for exponential Lévy processes. <arXiv:1603.00920>.

Description: Methods to calculate sensitivities of financial option prices for
European, Asian, American and Digital Options options in the Black Scholes
model. Classical formulas are implemented for European options in the Black
Scholes Model, as is presented in Hull, J. C. (2017). Options, Futures, and
Other Derivatives, Global Edition (9th Edition). Pearson. In the case of Asian
options, Malliavin Monte Carlo Greeks are implemented, see Hudde, A. &
Rüschendorf, L. (2016). European and Asian Greeks for exponential Lévy
For American options, the Binomial Tree Method is implemented, as is presented

model, and in more general jump diffusion models. Classical formulas are
implemented for European options in the Black Scholes Model, as is presented in
Hull, J. C. (2017). Options, Futures, and Other Derivatives, Global Edition
(9th Edition). Pearson. In the case of Asian options, Malliavin Monte Carlo
Greeks are implemented, see Hudde, A. & Rüschendorf, L. (2016). European and
Asian Greeks for exponential Lévy processes. <arXiv:1603.00920>.