Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: volatility nelmin

Quantlet: volatilityaux
Description: auxiliary quantlet for volatility

Usage: op = volatilityaux(sigma)
Input:
sigma scalar, volatility
Output:
op scalar, implied volatility (from the Black-Scholes formula)

Note:




Author: K. Komorad, W. Haerdle, 20020104 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006