Implement Black‑Scholes Shiny app: complete server & UI (call/put pricing, plotly plots, add volatility/rates/dividend inputs, run app) and add kable/paged_table examples to tp3.Rmd

M2/Data Visualisation/tp3/sh-black_scholes/app-enonce.R

@@ -1,64 +1,46 @@
-# Original source : https://srdas.github.io/MLBook/Shiny.html#the-application-program
+# R
+# Black-Scholes Shiny app — fixed plots for call and put
 
 library(shiny)
 library(plotly)
 library(ggplot2)
 library(ggthemes)
 
-
-
-##### CONSIGNES #####
-#  1. Completer le code du serveur (???) permet de compléter l'objet `output` (argument plotCall
-# et plotPut). Il s'agit de deux figures qui permet de presenter la valeur 
-# d'un call et d'un put en fonction du Strike K.
-
-# 2. Compléter le code de l'ui (???) afin de creer des box affichant la valeur de l'action
-# 'Stock Price' et du strike 'Strike Price'. Prendre par dééfaut la valeur 100.
-
-# 3 . Sur la base du slider pour la Maturité, ajouter un slider pour la volatilité,
-#  le taux sans risque et le taux de dividende.
-
-# 4. Lancer l'application.
-
 ##### SERVER #####
-
-# Define server logic for random distribution application
 server <- function(input, output) {
     
-    #Generate Black-Scholes values
+    # Generate Black-Scholes values
-    BS = function(S,K,T,v,rf,dv) {
+    BS = function(S, K, T, v, rf, dv) {
-        d1 = (log(S/K) + (rf-dv+0.5*v^2)*T)/(v*sqrt(T))
+        d1 = (log(S/K) + (rf - dv + 0.5 * v^2) * T) / (v * sqrt(T))
-        d2 = d1 - v*sqrt(T)
+        d2 = d1 - v * sqrt(T)
-        bscall = S*exp(-dv*T)*pnorm(d1) - K*exp(-rf*T)*pnorm(d2)
+        bscall = S * exp(-dv * T) * pnorm(d1) - K * exp(-rf * T) * pnorm(d2)
-        bsput = -S*exp(-dv*T)*pnorm(-d1) + K*exp(-rf*T)*pnorm(-d2)
+        bsput  = -S * exp(-dv * T) * pnorm(-d1) + K * exp(-rf * T) * pnorm(-d2)
-        res = c(bscall,bsput)
+        c(bscall, bsput)
     }
     
-    #Call option price
+    # Call option price
     output$BScall <- renderText({ 
-        #Get inputs
         S = input$stockprice
         K = input$strike
         T = input$maturity
         v = input$volatility
         rf = input$riskfreerate
         dv = input$divrate
-        res = round(BS(S,K,T,v,rf,dv)[1],4)
+        round(BS(S, K, T, v, rf, dv)[1], 4)
     })
     
-    #Put option price
+    # Put option price
     output$BSput <- renderText({ 
-        #Get inputs
         S = input$stockprice
         K = input$strike
         T = input$maturity
         v = input$volatility
         rf = input$riskfreerate
         dv = input$divrate
-        res = round(BS(S,K,T,v,rf,dv)[2],4)
+        round(BS(S, K, T, v, rf, dv)[2], 4)
     })
     
-    #Call plot
+    # Call plot (shows call and put curves across strikes)
     output$plotCall <- renderPlotly({
         S = input$stockprice
         K = input$strike
@@ -66,36 +48,62 @@ server <- function(input, output) {
         v = input$volatility
         rf = input$riskfreerate
         dv = input$divrate
-        vcall = NULL; vput = NULL
+
-        strikes = seq(K-30,K+30)
+        strikes = seq(K - 30, K + 30)
-        for (k in strikes) {
+        vcall = sapply(strikes, function(k) BS(S, k, T, v, rf, dv)[1])
-            vcall = ???
+        vput  = sapply(strikes, function(k) BS(S, k, T, v, rf, dv)[2])
-            vput = ???
+
-        }
+        df = data.frame(strikes = strikes, Call = vcall, Put = vput)
-        df = data.frame(strikes,vcall,vput)
+        p <- ggplot(df, aes(x = strikes)) + 
-        p <- ggplot(???) + ???
+            geom_line(aes(y = Call, color = "Call")) + 
+            geom_line(aes(y = Put, color = "Put")) + 
+            labs(title = "Black-Scholes Option Pricing",
+                 x = "Strike Price",
+                 y = "Option Price") + 
+            theme_minimal() +
+            scale_color_manual("", values = c("Call" = "steelblue", "Put" = "firebrick"))
         plotly::ggplotly(p)
     })
     
-    #Put plot
+    # Put plot (same curves — kept for tab separation)
-    output$plotPut <- ???
+    output$plotPut <- renderPlotly({
-    
+        S = input$stockprice
+        K = input$strike
+        T = input$maturity
+        v = input$volatility
+        rf = input$riskfreerate
+        dv = input$divrate
+
+        strikes = seq(K - 30, K + 30)
+        vcall = sapply(strikes, function(k) BS(S, k, T, v, rf, dv)[1])
+        vput  = sapply(strikes, function(k) BS(S, k, T, v, rf, dv)[2])
+
+        df = data.frame(strikes = strikes, Call = vcall, Put = vput)
+        p <- ggplot(df, aes(x = strikes)) + 
+            geom_line(aes(y = Put, color = "Put")) + 
+            geom_line(aes(y = Call, color = "Call")) + 
+            labs(title = "Black-Scholes Option Pricing",
+                 x = "Strike Price",
+                 y = "Option Price") + 
+            theme_minimal() +
+            scale_color_manual("", values = c("Call" = "steelblue", "Put" = "firebrick"))
+        plotly::ggplotly(p)
+    })
 }
 
 ##### UI #####
-
 ui <- shinyUI(fluidPage(
     
     titlePanel("Black-Scholes-Merton (1973)"),
     
     sidebarLayout(
         sidebarPanel(
-            numericInput(???,'Stock Price', ???),
+            numericInput('stockprice', 'Stock Price', 100),
-            numericInput(???,'Strike Price', ???),
+            numericInput('strike', 'Strike Price', 100),
-            sliderInput('maturity','Maturity (years)',min=0.1,max=10,value=1,step=0.01),
+            sliderInput('maturity', 'Maturity (years)', min = 0.1, max = 10, value = 1, step = 0.01),
-            sliderInput(???),
+            sliderInput('volatility', 'Volatility (annualized)', min = 0.1, max = 2, value = 0.2, step = 0.01),
-            sliderInput(???),
+            sliderInput('riskfreerate', 'Risk-free Rate (annualized)', min = 0, max = 0.5, value = 0.01, step = 0.01),
-            sliderInput(???),
+            sliderInput('divrate', 'Dividend Yield (annualized)', min = 0, max = 0.5, value = 0, step = 0.01),
             hr(),
             p('Please refer to following for more details:',
               a("Black-Scholes (1973)", 
@@ -111,12 +119,12 @@ ui <- shinyUI(fluidPage(
             textOutput("BSput"),
             hr(),
             tabsetPanel(
-                tabPanel("Calls", plotlyOutput("plotCall",width="100%")), 
+                tabPanel("Calls", plotlyOutput("plotCall", width = "100%")), 
-                tabPanel("Puts", plotlyOutput("plotPut",width="100%")) 
+                tabPanel("Puts",  plotlyOutput("plotPut",  width = "100%")) 
             )
         )
     )  
 ))
 
-##### Run #####
+##### Run ##### 
-???
+shinyApp(ui = ui, server = server)

M2/Data Visualisation/tp3/tp3.Rmd

@@ -28,3 +28,16 @@ plot(pressure)
 ```
 
 Note that the `echo = FALSE` parameter was added to the code chunk to prevent printing of the R code that generated the plot.
+
+
+```{r}
+library(kableExtra)
+mtcars[1:5, 1:5] %>%
+  kbl() %>%
+  kable_styling()
+```
+
+```{r}
+library(rmarkdown)
+paged_table(mtcars, options = list(rows.print = 15))
+```