Title: Monte Carlo Option Pricing Algorithms for Jump Diffusion Models
Description: Black-Scholes model [Black (1973) <doi:10.1086/260062>] is important to calculate option prices in the stock market and a variety of improved models are studied. In this package, I propose methods in order to calculate both Black-Scholes model and Jump diffusion model [Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>] by Monte Carlo methods. This package can be used for computational finance.

Imports: igraph, graphics, stats, utils, png

Description: Option is a one of the financial derivatives and its pricing is an important problem in practice. The process of stock prices are represented as Geometric Brownian motion [Black (1973) <doi:10.1086/260062>] or jump diffusion processes [Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>]. In this package, algorithms and visualizations are implemented by Monte Carlo method in order to calculate European option price for three equations by Geometric Brownian motion and jump diffusion processes and furthermore a model that presents jumps among companies affect each other.
Imports: igraph, graphics, stats, utils, png, ggplot2
Packaged: 2020-07-24 13:03:32 UTC; jirotubuyaki

Description: Allows to interact with the 'JIRA SERVER REST API' to analyze the retrieved data in R. For further information about the API visit <https://docs.atlassian.com/software/jira/docs/api/REST/8.9.1/>.
Suggests: covr, testthat (>= 2.1.0), knitr, rmarkdown, dplyr
Packaged: 2021-06-07 18:26:09 UTC; Brenninkmeijer

Author: TszKin Julian Chan <ctszkin@gmail.com>
Maintainer: TszKin Julian Chan <ctszkin@gmail.com>
BugReports: TszKin Julian Chan <ctszkin@gmail.com>

Contact: TszKin Julian Chan <ctszkin@gmail.com>

Title: Modelling and Simulating Judgments of Frequency
Authors@R: c(person("Markus", "Burkhardt", email = "markus.burkhardt@psychologie.tu-chemnitz.de", role = c("aut", "cre")))
Description: In a typical experiment for the intuitive judgment of frequencies (JoF) different stimuli with different frequencies are presented. The participants consider these stimuli with a constant duration and give a judgment of frequency. These judgments can be simulated by formal models: PASS 1 and PASS 2 based on Sedlmeier (2002, ISBN:978-0198508632), MINERVA 2 baesd on Hintzman (1984) <doi:10.3758/BF03202365> and TODAM 2 based on Murdock, Smith & Bai (2001) <doi:10.1006/jmps.2000.1339>. The package provides an assessment of the frequency by determining the core aspects of these four models (attention, decay, and presented frequency) that can be compared to empirical results.