[R] Calibrating the risk free interest rate using nlminb
Newbie
lille_knold at hotmail.com
Tue Aug 16 18:24:55 CEST 2011
I used:
marketdata <- read.csv(file="S&P 500 calls, jan-jun 2010.csv", header=TRUE,
sep=";")
after changing my directory to where the file is saved.
The data imported should be correct.
The spot is equal to S0, I typed it double in the post, sorry for that.
So S0 = 1136.03 is the spot
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