I'll admit it seems rather fishy -- impossible perhaps to have something 'implied' by the option price without the option price in the formula -- but it's a hair off-topic for an _R_ finance list.
Perhaps quant stackexchange would work? But unless you're willing to share your reference, I doubt folks there will be able to help you much. In general, if you want folks to help you understand what you are reading you should tell them what you are reading in the question. Michael On Oct 12, 2013, at 15:53, Arun Kumar Saha <arun25558...@gmail.com> wrote: > Hi, > > I have come across a formula to calculate the Option implied skewness which > is calculated as (Strike/underlying's price - 1) > > Has anyone come across a similar type of formula? > > Can somebody please explain how can I derive that? Any online > reference/paper is highly appreciated. > > Thanks and regards, > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
