On Sun, 17 May 2015, Kunal Shah <kunalshah...@gmail.com> writes: > Hello, > > If I have all the other data and if I need to find the strike price of an > option, some numerical technique needs to be applied > > Can someone guide me how to do this? > One possible solution is > 1: Initialise with some random strike > 2: Use Black Scholes and find the price > 3:Increase/Decrease the strike accordingly and do steps 1 and 2 until you > reach at the answer > > I think some numerical techniques must be there to dot his > > Regards
What you look for is called "root finding" or "zero finding". See ?uniroot . -- Enrico Schumann Lucerne, Switzerland http://enricoschumann.net _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
