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MATLAB - implied volatility function

Wed, 23 May 2012 06:19:36 -0700

I have found the following function for calculating implied volatility in MATLAB.
When it finds a solution, the solution tends to be correct, but the function does not take into account, that the slope can be zero. If this happens, you divide by zero and the function return inf or -inf, which isn't correct at all. I have tried to take this problem into account, but the result is that the function does not converge. Does anyone have an idea how to implement this in the function?

% % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % %
% -------------------------------------------------------------------
% NEWT_IV.M
% -------------------------------------------------------------------
% The function uses Newton's method to find the root of
% the actual call price minus the Black-Scholes call price, solving
% for volatility.
% -------------------------------------------------------------------
% % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % %

% FUNCTION: newt_iv
% Input(s):
% - C: actual call price expressed in home currency
% - S: price of the underlying expressed in home currency
% - K: strike price of the underlying expressed in home currency
% - r: risk-free rate expressed as a decimal (5%=0.05)
% - T: Tenor expressed in years (6 months=0.5)
% Output(s): the approximate implied volatility using Black-Scholes
% and Newton's method. The approximated implied volatility and
% number of iterations taken to acheive an accurate result are
% displayed.
%
function ivol = newt_iv(C,S,K,r,T)

% Anonymous functions for Black-Scholes
d1 = @(S,K,r,vol,T) (log(S/K)+(r+vol^2/2)*T)/(vol*sqrt(T));
d2 = @(S,K,r,vol,T) d1(S,K,r,vol,T)-vol*sqrt(T);
bscp = @(S,K,r,vol,T) S*normcdf(d1(S,K,r,vol,T),0,1)-K*exp(-r*T)*normcdf(d2(S,K,r,vol,T),0,1);
vega = @(S,K,r,vol,T)S*normpdf(d1(S,K,r,vol,T),0,1)*sqrt( T);
% Initial guess
ivol = 0.2;

% Error tolerance
err = 0.0001;

% Set a limit to the number of iterations
i = 1; % number of iterations
ilimit = 2000000; % limit

cpdiff = err+1; % Cause the first iteration to occur (see next line)
while abs(cpdiff) > err
% Terminate the algorithm if the iteration limit has been reached
if (i > ilimit)
str = sprintf('ERROR: Implied volatility could not be found after %d iterations.', ilimit);
disp(str);
ivol = inf;
break;
% Otherwise continue the iteration
else
i = i+1;
end

% Calculate Black-Scholes call price for current implied
% volatility guess.
ccprice = bscp(S,K,r,ivol,T);

% Find the difference between calculated call price and
% actual call price.
cpdiff = ccprice - C;

% If the calculated call price minus the actual call price is not
% small enough, adjust the guess using Newton's method
if abs(cpdiff) > err
slope = vega(S,K,r,ivol,T);
y_int = cpdiff-slope*ivol;
ivol = -y_int/slope;
end
% If the calculated call price minus the actual call price is zero,
% a root as been found. Unless a root as been round, repeat
% the process using the new upper and lower bounds.
end
ivol;
end

windows 98

Wed, 23 May 2012 05:22:22 -0700

How do I manage to get windows98 DOS work correctly on a todays computer?
When I start DOS an irregular pattern of colours appears on the screen.
I ve heard about something like a memory conflict between DOS and the graphic card.

make a script that supports both English and Spanish in PHP?

Wed, 23 May 2012 03:29:10 -0700

Is there any way to make a script that supports both English and Spanish in PHP?

PHP Web Development | Hired PHP Developer Visit phpdeveloperindia.net

Sample c# code for OCRopus

Wed, 23 May 2012 02:33:56 -0700

Hi,

I was looking for a library that I could use to recognize handwritten characters from an image in c#. I came across OCRopus, but couldn't find any sample code to use it..Could anyone provide me with a sample code on how to start using OCRopus?

Any help/suggestions would be appreciated. If someone could suggest another better opensource c# code for handwritten character recognition, that would be great too.

Thanks.

Macro with variables

Tue, 22 May 2012 22:33:22 -0700

I am attempting to extend my knowledge of C and am working through a chapter on Macros. I am trying to create a macro that will return TRUE of the input is divisible by ten otherwise FALSE

Here is my code

#include <stdio.h>
#include <string.h>
#include <stdlib.h>

/* Macro funcions*/
#define modulus(x) {if(x%10 == 0){printf("true\n"); else printf("false\n");}}
                   
             
                   

/* Declare variables*/
float centi;
float fahr;
char line[100];

int main()
{   
    int count = 12;
    modulus(count);
    
    
    
    system("pause");                     /* the fix for the collapsing window*/
    return (0);
}

Something is wrong before the else statement in the macro and I cannot figure it out.

Thank you!

[Help]Execute a program on remote server

Tue, 22 May 2012 14:49:12 -0700

Hi
Im trying to comunicate with a FTP server,where i want to execute a program,but i don`t know how.
I tryed with psexec..something like this

Dim command As String
command = Shell("CMD.exe")
Dim systemName As String
systemName = "IP" 'Here im using the IP'
Shell("psexec \\" & systemName & command)

But cmd.exe is opening on my computer..is the first time when im using psexec and i don`t know how..and im not an advanced.

Sorry for my bad english.

[Help]Execute a program on remote server

Tue, 22 May 2012 14:46:23 -0700

Should I learn pythin in an online course?

Tue, 22 May 2012 04:49:14 -0700

Should I? is it better this way? is the grade worth it generally?

Should I learn pythin in an online course?

Tue, 22 May 2012 03:44:56 -0700

Should I? is it better this way? is the grade worth it generally?

Help to create programm which controls projector by Rs 232 port

Tue, 22 May 2012 02:26:22 -0700

Please help to create easy programm which send's basic comand's to projector. Have manual with comands.

programm whicg controls NEC projector's VT60, VT70 model by Rs232 port

Tue, 22 May 2012 02:15:31 -0700

Please help to create easy programm which send's basic comand's to projaector. Here is manual with command's http://us.ua/861784/

programm whicg controls NEC projector's VT60, VT70 model by Rs232 port

Tue, 22 May 2012 02:13:38 -0700

Please help to create easy programm which send's basic comand's to projaector. Here is manual with command's http://us.ua/861784/

Topics to Explore

Mon, 21 May 2012 22:26:41 -0700

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Topics to Explore

Mon, 21 May 2012 22:24:52 -0700

Renown calculator concept

Mon, 21 May 2012 10:44:33 -0700

Ok I've been trying to get a renown calculator made for almost a year now but I can't program anything to save my life (i veagly remember some HTML but anyway).
i have the data that i need for the guild level's and multiplier numbers for each level. (levels 26-100, and the multipliers 2.197000 up to 3375.0)
on the calculator as you can see in the picture below i'm having:
1.the user select their guild level from a combobox and the guild level multiplier displays in a label.
2.the user enters their modified account size (m.a.s) (1-2000) in a textbox and the account size multiplier shows their m.a.s + 10 in a another label.
3.renown lost per/day show in again a label (which is the xact amount of lost)

i'm also going to add a per/week (exact amount) lost plus a per/day & week (estimated lost) to the calculator so the leaders and guild members can see how much renown they will lose in a week.

my problem is that i can't remember anything i learn back in high school (i'll be it what few programs i have don't have any lines of code that i need)

also i haven't got any code started yet

Input file to array

Mon, 21 May 2012 10:37:24 -0700

Hi everyone!

I'm new to Java and I was wondering if anyone could help me with a program I'm working on. I have to read in a text file (I know how to do that part) and count the number of sentences in it, then save all the sentences to an array so I can pull out, say, sentence 70 on demand.

Any help will be greatly appreciated, thanks!

matlab gui radio button

Mon, 21 May 2012 09:07:14 -0700

Hi

I have seri port data,which is like this; data=[0 1 0 1 1 1 0 ] (data could changed by input)

My aim is :i will compare all of data(1) data(2) .......data (7) with 0 and 1.If that data 1 radiobutton will be 1.

If data(1)==1 -----> radiobutton1=1
else data(1)==0 ---->radiobutton1=0
....
....
....
If data(7)==1 -----> radiobutton7=1
else data(7)==0 ---->radiobutton7=0

i want to do this situation please help me i am new on matlab GUI

Attachment: gui serial port.rar (12561 bytes | downloaded 11 times)

Binary Counter 4 LEDs 4 Switches (16F877)

Mon, 21 May 2012 04:27:54 -0700

I am currently programming a microcontroller and need to make a switching interface which has the following functions:

Switch1 - LEDs will count in binary and add 1 each time
Switch2 - 1 will be subtracted from binary total
Switch3 - 2 will be added onto binary total
Switch4 - 2 will be subtracted from binary total

If anyone could give me a few tips on how to write the functionality of adding and subtracting binary numbers as well as showing them onto LEDs would be much appreciated

Binary Counter 4 LEDs 4 Switches (16F877)

Mon, 21 May 2012 04:26:04 -0700

Triangular Numbers

Mon, 21 May 2012 02:49:20 -0700

How to get the below triangle by programming ?

1 1 1 1
2 2 2
4 4
8

Thanks in advance !

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Mon, 21 May 2012 02:42:20 -0700

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Mon, 21 May 2012 02:40:29 -0700

How to Crack Windows 7 Administrator Password

Mon, 21 May 2012 02:12:24 -0700

Recently I’ve been asked by my friends to crack Windows 7 password after it is forgotten. I find many people are not very good at how to find Windows 7 admin password.

Compare with other PC issues, to crack password on Windows 7 is more complicated.
Unlike other common PC issues, if one forgot his Windows 7 password, probably he would lose access to the machine. If so, to solve this problem, in many computes users’ opinion, would become much more complicated that when the computer is still accessible. Thankfully, after a long time searching for solutions, I finally find some useful ones. In the following I am ready to share solutions on How to find Windows 7 admin password to regain access to computer with you all.

Solution 1: Windows Installation disc is helpful if Windows 7 password lost or forgotten.

If you lost or forgot Windows 7 password, you can use your Windows 7 installation disc and access to recovery options to bypass it. This is a very efficient method and works well but you must have a viable system restore point to use that was created before you started having logon issues.
If you don't have a Windows installation disc, or can't find your Windows installation disc, you can also create a Windows 7 system repair disc to use to boot to the system recovery options that can help you recover the forgotten password.
(Note: If this solution is taken, you may probably lose data on your Windows 7 machine.)

Solution 2: Crack Windows 7 admin password with Windows Password Recovery Professional.

If you are afraid of losing data or feeling kind of complicated to find your forgotten Windows 7 password with Windows Installation disc, then to make use of a credible third-party application will be your perfect choice. No need to worry about data loss and complexity during operation, you can solve your computer problem with Windows Password Recovery Professional easily and quickly. Here’s how to find Windows 7 password with Windows Password Recovery Professional.

1. Download and install.
You can free download SmartKey Windows Password Recovery Professional and install, run it on an accessible computer.
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You should first insert a blank CD/DVD or USB to the working computer and then choose the password recovery mode: Reset Windows local account password or Reset Windows domain administrator password. Next, select “CD/DVD” or “USB” option. In the end, click “Burn” button to start burning. When the burning finishes, you just take out the CD/DVD or USB.
3. Hack forgotten Windows 7 password.
Insert the burned CD/DVD or USB to the target/locked computer, and set it boot from CD/DVD or USB in BIOS. Next you can reset Windows 7 password easily according to the simple wizard on the interface.

Are the ways on Windows 7 password crack above useful for you? And if you have any other better solutions or suggestions, just let me know…let’s share and discuss over it together!

Source:http://www.recoverlostpassword.com/article/crack-windows-7-password.html

How to Crack Windows 7 Administrator Password

Mon, 21 May 2012 02:09:24 -0700

Barcode scanning check

Mon, 21 May 2012 00:39:28 -0700

Wondered if I could print a upc-a in visual basic .net.
How do I convert the data into barcodes automatically when the digits are submitted?