Math Finance with R-Fiddle

Teaching mathematical finance is sometimes so boring, since it may involve too much tedious computations in the class. Recently, I showed in my class some computations using R by online programing platform R-Fiddle. I find many advantages in this way: (1) Students had great interests in this simple but powerful language; (2) It saves my teaching time; (3) R is completely free, not like MATLAB or SAS.

In this below, I will give some applications and gradually update in the future. I am not a programmer and you are welcome to send me any of your suggestions.


  1. Pingback: Black function | 01law's Blog

  2. Pingback: Black Scholes formula | 01law's Blog

  3. Pingback: Bond option pricing with BS Forward price dynamic | 01law's Blog

  4. Pingback: Caplet pricing with LIBOR market model | 01law's Blog

  5. Pingback: Call/Put on 1-Step Binomial Tree | 01law's Blog

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s