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References: [ +subject:/^(?:^\s*(re|sv|fwd|fw)[\[\]\d]*[:>-]+\s*)*S\:\s+Finance\:\s+Calculating\s+Implied\s+pdfs\s+from\s+Option\s+Prices\s*$/: 1 ]

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1. S: Finance: Calculating Implied pdfs from Option Prices (score: 1)
Author: mark salmon <m.salmon@city.ac.uk>
Date: Tue, 25 Jun 2002 12:25:35 +0100
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
/archives/html/s-news/2002-06/msg00201.html (7,211 bytes)


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