as.OptPos

A <code>Opt</code> or <code>OptPx</code> object

Specify position direction in your portfolio. <code>Long</code> indicates that you own security (it's an asset). <code>Short</code> that you shorted (short sold) security (it's a liability).

Option premium, i.e. cost of an option purchased or to be purchased.

Prem


Coerce an argument to <code>OptPos</code> class.



Option pricing (financial derivatives) techniques mainly following textbook 'Options, Futures and Other Derivatives', 9ed by John C.Hull, 2014. Prentice Hall. Implementations are via binomial tree option model (BOPM), Black-Scholes model, Monte Carlo simulations, etc.
This package is a result of Quantitative Financial Risk Management course (STAT 449 and STAT 649) at Rice University, Houston, TX, USA, taught by Oleg Melnikov, statistics PhD student, as of Spring 2015.

as.OptPos: Coerce an argument to `OptPos` class.

Description

Usage

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Examples