derivmkts: Functions and R Code to Accompany Derivatives Markets

A set of pricing and expository functions that should be useful in teaching a course on financial derivatives.

Version: 0.2.5.1
Depends: R (≥ 3.0.0)
Imports: graphics, stats, grDevices, mnormt
Suggests: markdown, knitr, rmarkdown, ggplot2, dplyr, tidyr, pander, bookdown, kableExtra, formatR
Published: 2026-02-10
DOI: 10.32614/CRAN.package.derivmkts
Author: Robert McDonald [aut, cre, cph]
Maintainer: Robert McDonald <rmcd1024 at gmail.com>
License: MIT + file LICENSE
URL: https://github.com/rmcd1024/derivmkts
NeedsCompilation: no
Materials: NEWS
In views: Finance
CRAN checks: derivmkts results

Documentation:

Reference manual: derivmkts.html , derivmkts.pdf
Vignettes: Option Pricing Functions to Accompany *Derivatives Markets* (source, R code)

Downloads:

Package source: derivmkts_0.2.5.1.tar.gz
Windows binaries: r-devel: derivmkts_0.2.5.zip, r-release: derivmkts_0.2.5.zip, r-oldrel: derivmkts_0.2.5.zip
macOS binaries: r-release (arm64): derivmkts_0.2.5.tgz, r-oldrel (arm64): derivmkts_0.2.5.tgz, r-release (x86_64): derivmkts_0.2.5.tgz, r-oldrel (x86_64): derivmkts_0.2.5.tgz
Old sources: derivmkts archive

Linking:

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