Simple question, How to find one variable from a equation.

2013 10 28
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更新时间：2013 10 28
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r = 0.01;
S = 1015.20;
K = 285;
T = 0.25;
d1 = (log(S/K) + (r + (v^2)/2) .* T) / (v .* sqrt(T));
d2 = (log(S/K) + (r - (v^2)/2) .* T) / (v .* sqrt(T));
C = normcdf(d1) .* S - normcdf(d2) .* K .* exp(-r .* T);
All other variables are given, except "v". How do I find the "v" ? type in "solve v" doesn't work.
Anyone can help please, thank you!!

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Youssef Khmou
Youssef Khmou 2013-10-28

0 个投票

hi,are all the variables defined, because d1 d2 are missing , if you find d1 or d2 then v can be found by two ways :
POL=[T -(sqrt(T)*d1-log(S/K)*sqrt(T)) r];
v =roots(POL)

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