> On Dec 10, 2015, at 2:55 PM, Pedro Malpartida <pmalpartid...@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 ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
