ArtihmeticBrownianMotion | Simulate paths from a Arithmetic or Geometric Brownian Motion |
BM | Simulate paths from a Arithmetic or Geometric Brownian Motion |
BrownianMotion | Simulate paths from a Arithmetic or Geometric Brownian Motion |
calcBMProbability | Calculates probabilities for the Arithmetic Brownian Motion |
calcBrownianMotionProbability | Calculates probabilities for the Arithmetic Brownian Motion |
calcGBMProbability | Calculates probabilities for the Geometric Brownian Motion |
calcRedemptionProbabilities | Redemption Probabilities for Express Certificates |
calcStopProbabilities | Redemption Probabilities for Express Certificates |
calculateProbabilityBrownianMotion | Calculates probabilities for the Arithmetic Brownian Motion |
calculateProbabilityGeometricBrownianMotion | Calculates probabilities for the Geometric Brownian Motion |
Conditional.MonteCarlo.ExpressCertificate.Classic | Monte Carlo valuation of Classic Express Certificates |
dBrownianBridgeMinimum | Distribution of the Minimum of a Brownian Bridge |
ExpressCertificate.Classic | Analytical and numerical pricing of Classic Express Certificates |
GBM | Simulate paths from a Arithmetic or Geometric Brownian Motion |
GeometricBrownianMotion | Simulate paths from a Arithmetic or Geometric Brownian Motion |
GeometricBrownianMotionMatrix | Simulate paths from a Arithmetic or Geometric Brownian Motion |
getRedemptionTime | Redemption times |
getRedemptionTimesForMatrix | Redemption times |
MonteCarlo.ExpressCertificate | Monte Carlo valuation of Classic Express Certificates |
MonteCarlo.ExpressCertificate.Classic | Monte Carlo valuation of Classic Express Certificates |
MonteCarloStopProbabilities | Redemption Probabilities for Express Certificates |
payoffExpressBonusType1 | Defining payoff functions for Express Certificates |
payoffExpressCappedBonusType1 | Defining payoff functions for Express Certificates |
payoffExpressClassic | Defining payoff functions for Express Certificates |
payoffExpressML0AN5 | Defining payoff functions for Express Certificates |
print.express.certificate | Print method for express certificates |
rBrownianBridgeMinimum | Distribution of the Minimum of a Brownian Bridge |
simExpressPriceMVN | Monte Carlo Valuation of Express Certificates |
simExpressPriceTMVN | Monte Carlo Valuation of Express Certificates |
simPricesAndMinimumFromGBM | Simulation of the joint finite-dimensional distribution of the Geometric Brownian Motion and its minimum |
simPricesAndMinimumFromGBM2 | Simulation of the joint finite-dimensional distribution of the Geometric Brownian Motion and its minimum |
simPricesAndMinimumFromTruncatedGBM | Simulation of the joint finite-dimensional distribution of a restricted Geometric Brownian Motion and its minimum |
simRedemptionProbabilities | Redemption Probabilities for Express Certificates |
SimulateExpressBonusCertificate | Monte Carlo Valuation of Express Certificates |
SimulateExpressClassicCertificate | Monte Carlo Valuation of Express Certificates |
SimulateGenericExpressCertificate | Monte Carlo Valuation of Express Certificates |