In a message of Thu, 01 Oct 2015 10:57:18 +0200, Peter Otten writes:
>$ python cumulative.py
>d1 = 0.106066017178
>d2 = -0.0353553390593
>call = 2.9087784079
>
>Not exactly 2.9081, but closer :)
And sort of in the 'this is a float not a decimal' range I consider
usual for such errors, not the hu
Michel Guirguis wrote:
[Please don't start a new thread for an old problem]
> I have a problem with the cumulative distribution function in calculating
> derivatives. I am getting a call option figure of 2.5961 while it should
> be 2.9081. Could you please help.
> >>> S=50
> >>> K=50
> >>> r=0.0
In a message of Thu, 01 Oct 2015 10:48:57 +0300, Michel Guirguis writes:
>Good morning,
>
>I have a problem with the cumulative distribution function in calculating
>derivatives. I am getting a call option figure of 2.5961 while it should be
>2.9081. Could you please help.
>
> >>>S=50
K=50
>
Good morning,
I have a problem with the cumulative distribution function in calculating
derivatives. I am getting a call option figure of 2.5961 while it should be
2.9081. Could you please help.
>>>S=50
>>> K=50
>>> r=0.03
>>> q=0.02
>>> sig=0.20
>>> T=0.5
>>> from math import*
>>> d1=(log(S/
