[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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