Welcome to Robert McDonald’s page

Derivatives Markets, the book

The derivmkts R package

I have written an R package, derivmkts, which is on CRAN. The functions resemble those in the Excel spreadsheet that accompanies the book.

Information about R

Words of Wisdom

Doc, note: I dissent. A fast never prevents a fatness. I diet on cod


Last update: 2016-12-12

Robert McDonald, Finance Department, Kellogg School of Management, Northwestern University

This site is now hosted by NUIT and no longer powered by a Raspberry Pi