├── .gitignore ├── LICENSE ├── README.md ├── black-scholes.r ├── images ├── bscall-delta.png ├── bscall-gamma.png ├── bscall-rho.png ├── bscall-value.png └── bscall-vega.png ├── moreplots.r └── plots.r /.gitignore: -------------------------------------------------------------------------------- 1 | .DS_Store 2 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/daleroberts/black-scholes/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/daleroberts/black-scholes/HEAD/README.md -------------------------------------------------------------------------------- /black-scholes.r: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/daleroberts/black-scholes/HEAD/black-scholes.r -------------------------------------------------------------------------------- /images/bscall-delta.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/daleroberts/black-scholes/HEAD/images/bscall-delta.png -------------------------------------------------------------------------------- /images/bscall-gamma.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/daleroberts/black-scholes/HEAD/images/bscall-gamma.png -------------------------------------------------------------------------------- /images/bscall-rho.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/daleroberts/black-scholes/HEAD/images/bscall-rho.png -------------------------------------------------------------------------------- /images/bscall-value.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/daleroberts/black-scholes/HEAD/images/bscall-value.png -------------------------------------------------------------------------------- /images/bscall-vega.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/daleroberts/black-scholes/HEAD/images/bscall-vega.png -------------------------------------------------------------------------------- /moreplots.r: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/daleroberts/black-scholes/HEAD/moreplots.r -------------------------------------------------------------------------------- /plots.r: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/daleroberts/black-scholes/HEAD/plots.r --------------------------------------------------------------------------------