search for: lille_knold

Hi I have created the following plot over the empirical returns.. What I now want to do is to overlay a curve/line with the normal density as a comparison of the two. Does anyone know how to do this? (NB the last two lines are the problem, and are wrong, I know). Thank you in advance! Rikke http://r.789695.n4.nabble.com/file/n3768783/S%26P_500_spot_and_return_2010.csv

Dear R-users I am trying to find a value for the risk free rate minimizing the difference between a BS call value with impl. volatilities minus the market price of a call (assuming this is just the average bid ask price) Here is my data: http://r.789695.n4.nabble.com/file/n3747509/S%26P_500_calls%2C_jan-jun_2010.csv S%26P_500_calls%2C_jan-jun_2010.csv S0 <- 1136.03 q <- 0.02145608 S0

Dear R-users I am trying to "vectorize" a function so that it can handle two vectors of inputs. I want the function to use phi (a function), k[1] and t[1] for the first price, and so on for the second, third and fourth price. I tried to do the mapply, but I dont know how to specify to R what input I want to be vectors (k and t)(see in the bottom what I tried). I have read the help file,

Dear R-users I need to calibrate kappa, rho, eta, theta, v0 in the following code, see below. However when I run it, I get: y <- function(kappahat, rhohat, etahat, thetahat, v0hat) {sum(difference(k, t, S0, X, r, implvol, q, kappahat, rhohat, etahat, thetahat, v0hat)^2)} > nlminb(start=list(kappa, rho, eta, theta, v0), objective = y, lower =lb, > upper =ub) Error in dots[[1L]][[1L]] :