| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| Subject: | S: Finance: Calculating Implied pdfs from Option Prices |
| From: | mark salmon <m.salmon@city.ac.uk> |
| Date: | Tue, 25 Jun 2002 12:25:35 +0100 |
| Reply-to: | m.salmon@city.ac.uk |
| User-agent: | Mozilla/5.0 (Windows; U; Windows NT 5.0; en-US; rv:1.0rc2) Gecko/20020512 Netscape/7.0b1 |
Does anyone have code they are willing to share to calculate implied
pdfs from option prices?
Otherwise I will spend this afternoon doing it if anyone else wants it. thanks, Mark Salmon -- Professor Mark Salmon Faculty of Finance City University Business School Frobisher Crescent London EC2Y 8HB http://www.business.city.ac.uk/ferc Tel 0207 040 8746 Fax 0207 040 8881 and 01435 883258 Sect: 0207 040 8784 or 0105 m.lowden@city.ac.uk |
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