R: Risk Neutral Density Extraction Package

# Risk Neutral Density Extraction Package

## Documentation for package ‘RND’ version 1.2

- DESCRIPTION file

## Help Pages

RND-package | Risk Neutral Density Extraction Package
approximate.max | Max Function Approximation
bsm.objective | BSM Objective Function
compute.implied.volatility | Compute Impied Volatility
dew | Edgeworth Density
dgb | Generalized Beta Density
dmln | Density of Mixture Lognormal
dmln.am | Density of Mixture Lognormal for American Options
dshimko | Density Implied by Shimko Method
ew.objective | Edgeworth Exapnsion Objective Function
extract.am.density | Mixture of Lognormal Extraction for American Options
extract.bsm.density | Extract Lognormal Density
extract.ew.density | Extract Edgeworth Based Density
extract.gb.density | Generalized Beta Extraction
extract.mln.density | Extract Mixture of Lognormal Densities
extract.rates | Extract Risk Free Rate and Dividend Yield
extract.shimko.density | Extract Risk Neutral Density based on Shimko's Method
fit.implied.volatility.curve | Fit Implied Quadratic Volatility Curve
gb.objective | Generalized Beta Objective
get.point.estimate | Point Estimation of the Density
mln.am.objective | Objective function for the Mixture of Lognormal of American Options
mln.objective | Objective function for the Mixture of Lognormal
MOE | Mother of All Extractions
oil.2012.10.01 | West Texas Intermediate Crude Oil Options on 2013-10-01
pgb | CDF of Generalized Beta
price.am.option | Price American Options on Mixtures of Lognormals
price.bsm.option | Price BSM Option
price.ew.option | Price Options with Edgeworth Approximated Density
price.gb.option | Generalized Beta Option Pricing
price.mln.option | Price Options on Mixture of Lognormals
price.shimko.option | Price Option based on Shimko's Method
RND | Risk Neutral Density Extraction Package
sp500.2013.04.19 | S&P 500 Index Options on 2013-04-19
sp500.2013.06.24 | S&P 500 Index Options on 2013-06-24
vix.2013.06.25 | VIX Options on 2013-06-25