Finances and Accounting. Valuation of options by the Black Scholes method in R-project.
Valoración de Opciones por el método de Black Scholes en R-project
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This paper discusses the theoretical framework to deal with financial derivatives, with the aim of understanding the use of financial options for stocks, and their valuation process, by the method of Black Scholes. It has the purpose of generating a series of instructions which, once applied in the program R-Project, yields the value and generates the results in a quick and easy way, as is needed for the analysis in the decision making process.
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