[R] Request Help

David Winsemius dwinsemius at comcast.net
Fri Dec 11 03:20:11 CET 2015


> On Dec 10, 2015, at 2:55 PM, Pedro Malpartida <pmalpartidajr at gmail.com> wrote:
> 
> Hello,
> 
> I am currently facing difficulties while doing a couple of financial tasks
> in R. I will appreciate if you give a solution code for these issues.
> 
> 1) If I have to price an european call option non dividend paying stock
> being t= 12 months, rf= 3% pa.cc and volatility of 30% per annum.
> 
> Plot the gamma of the call option by assuming that
> 
> the strike price =100 and it varies from $0 to $200 with a step size of
> 0.01. Label the x-axis, y-axis as Gamma and the title as Gamma options.
> 
> 
> Regards,
> 
> 	[[alternative HTML version deleted]]
> 

A) This is a plain text mailing list. 
B) There might be R SIG mailing list where respondents might be willing to construct examples for you to answer what appears to be a business school homework question, but it seems fairly unlikely that the main R mailing list will be a good choice for such a request.

Please _do_ read both the following items (noting that you _were_ already asked to do so):

> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html

And this is definitely expected:

> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA



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