A shiny application to explore the basics of option valuations
To run the project either fork/download the files and run the app.R-file, or in R run
shiny::runGitHub('OptionValuation', 'DavZim')In order to run the project properly, you need to have the following packages installed: data.table, DT, ggplot2, knitr, magrittr, rmarkdown, fOptions, and shiny.
To install all packages you can also use
pkgs <- c("data.table", "DT", "ggplot2", "knitr", "magrittr", "rmarkdown", "fOptions", "shiny")
install.packages(pkgs)If you find any bugs, or if you have ideas to advance this project, please reach out to me.
The following screenshots were taken from the app itself:
Add financial options to a basket and see the overall payoff.
Evaluate a financial option using a binomial tree approach.
Or calculate the value of the option using the black-scholes approach.
Have a look at the sensitivity factors have on the greeks.
