Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: How do I solve an equation with returns in 'x' and my searched parameterin 'y' for a whole dataset?


From   Daniel Klein <dklein@wiwi.uni-frankfurt.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: How do I solve an equation with returns in 'x' and my searched parameterin 'y' for a whole dataset?
Date   Wed, 22 Sep 2004 10:39:57 +0200

My problem is how to get implied volatilities out of option prices. I have the options prices and I want to get implied volatilities out of them. My variable 'x' contains option prices, variable 'y' contains only missings. How do I get stata filling 'y' with values (volatility) solving my option pricing formula (Black-Scholes) ?

sincerely

D.K.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index