R Code sripts and package descriptions

Anexos

• Script for simulating a trajectory of a Brownian motion with drift
• Plot for the trajectory of Brownian motion with drift
• Script for simulating trajectories of geometric Brownian motion
• Plot of the trajectories of geometric Brownian motion
• Script for simulating Binomial model
• Binomial plot 1
• Binomial plot 2
• Package fOptions description
• Package SDE Description
• Black-Scholes formulas
• Monte Carlo Black-Scholes
• Greeks
• Implied Volatility
• options data file
• Implied volatility smile plot
• Implied volatility smile plot