Implied Volatility!

Hi, Could anybody explain "Implied Volatility" of a call or put Option? If we had to plot "implied volatility" versus Strike price, how would that plot look like (in the case of call and put option). If somebody has a program computing implied volatility (S-Plus, Matlab), please forward. Thank y

SDE's

Hi all, I was wondering if anyone could share his (her) code for the exact solutions of the following SDE's 1. dXt=a dt+b dWt 2. dXt=a(c-Xt)dt+b dWt 3. dXt/Xt=mu dt+sigma dWt 4. dXt=a(((sigma^2)/4a)-Xt)dt+sigma sqrt(Xt) dWt If you could at least share the exact solutions , I would do the simul

Re: Within Subjects Variance

That's because I could not get more than 15 Police Officers, while the other group represents students (much easier to get on campus) > might i ask why one group has n=160 and the other only n=15? > > At 05:44 PM 11/6/00 +, [EMAIL PROTECTED] wrote: > >Hi all, > > > >I have a little problem o

Within Subjects Variance

Hi all, I have a little problem on how to handle the following: I have 2 groups of people with inequal size. One group of 160 people and the other of 15 people! Now each person of the 2 groups had to hold a square flat object 5 times and we collected the x and y cartesian coordinates of all fing

Wiener process

I would like to ask whether anyone would share with me her/his S-Plus, Mathematica or Matlab source codes used for simulating Wiener Processes. Any help would be appreciated. Thank you in advance. Mark Sent via Deja.com http://www.deja.com/ Before you buy.

Distribution of the number of observations falling in bin

What is the ditribution of the number og observations falling in a bin? In other words, if we generate a 1000 r.n froma particular distributions and we constructed a histogram of the the 1000 r.n and then we count the number of points falling in a bin. What would be the distribution of the proport

Multivariate Data Analysis

Hello everybody, I need help with the following: I have a dataset with the positions of fingers on a certain object. We have the position of a particular point on each finger. For each finger, we pick the x and y coordinates of that point. Furthermore, we have 20 subjects and 5 trials per subjec

Books

Dear friends, If you are about to buy a book, you can save up to $33.00 by going to: http://mt.vstorebooks.com $10 OFF A PURCHASE OF $30 OR MORE New customers can now get $10 off any purchase of $30 or more.* Simply input the following coupon code: 35961LQYH at the store checkout (when prompte

truncated Binomial

Hi, Could anybody tell me how to write the density of the binomiale distribution when x=0 is not observed? will the MLE of p different than X-bar in the case of truncated Binomial? How about the variance and the bias of this estimator? Thanx. Mark Sent via Deja.com http://www.deja.com/ Befor

MLE Problems

1. What would be the MLE of the population proportion p based on a random sample of size n from the parent b(1,p) if it is known that p is either 1/2 or 1/4. I Know that for p= 1/2 the MlE is at x= n/2 in is even or (n-1)/2 and (n+1)/2 if n is odd. But I don't know for what x the other (when p=3/

Linear Regression with known intercept

Hi, If I want to find the least squares estimator of the slope of a simple linear regression model where my intercept is known, will this estimator will be the same as if I did not know my intercept(=Sxy/sxx)? How about the variance and the confidence interval of my estimator? will they be bigger

Sample Distribution

Hi, I have a problem that puzzles me. It's a theorem that is listed in an inference book. Here it is: If a random sample with size two is taken from a distribution with positive variance and if the sum and the difference of the two components of that sample are independent, then the distribution