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Nikolay


Durham University

Active since 2012

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normcdf error
Dear all, All seemed to be working well with my code until all of a sudden I received the following error message: ??? U...

mer än 12 år ago | 1 answer | 0

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why is the fminsearch output depending upon the initial guess?
I've increased the number of MaxFunEvals and MaxIter to 100,000 Matlab began working for a while, then the cursor appeared but m...

mer än 12 år ago | 0

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Anyone tried function handle of blsprice?
Hi fellas could you help me with this. If I have the value of the call (c) can I use some kind of solver to find what the S0 ...

mer än 12 år ago | 0

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Merton Model for PD
Dear friends, I would like to solve for the market value of assets and volatility with the Black-Scholes model to use it to f...

mer än 12 år ago | 2 answers | 0

2

answers