ahudde / greeks

Sensitivities of Prices of Financial Options and Implied Volatilites
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Improve description of Shiny app #19

Closed ahudde closed 7 months ago

ahudde commented 10 months ago

Two comments from @bahung:

ahudde commented 7 months ago

Dear @bahung, Please have a look at the updated the to include a description of the shiny app. Furthermore, I updated the reference manual greeks.pdf, which you can find on this repository, or on cran: https://cran.r-project.org/web/packages/greeks/greeks.pdf. What do you think of the description of the function Greeks_UI()? Is this enough?

Yours, Anselm

bahung commented 7 months ago

Hi @ahudde,

I saw the updates regarding the UI as follows: "For performance reasons, just the Black-Scholes model is possible, and for some cases, the set of Greeks is limited. On the y-Axis, the option value resp. the value of the greeks are displayed, for the x-axis, several parameters like initial_price or time_to_maturity are possible."

It would be nice if you can be more specific:

  1. Why only BS is available?
  2. For "and for some cases, the set of Greeks is limited" --> Does the set depend on the options types? If so, please mention that.

After you finish, I think you can close this issues.

Thank you for your updates, BaHung

ahudde commented 7 months ago

@bahung: Thank you. I clarified this sentence.

ahudde commented 7 months ago

@bahung I would like to mention the reviewers in the acknoledgements. If you aggree, with what name can I address you?

bahung commented 7 months ago

Thanks for the updates. I do not know the policy to acknowledge the reviewers, please check with the editor. My name is Ba Hung.

ahudde commented 7 months ago

Dear Ba Hung, thank you very much (and please excuse my ignorance).