[R] Request Help
pmalpartidajr at gmail.com
Thu Dec 10 23:55:17 CET 2015
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.
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