[R-sig-finance] Computing implied volatility using fOptions

davidr at rhotrading.com davidr at rhotrading.com
Fri Feb 18 20:36:42 CET 2005

I see by looking at the exchange's website that there are options on the index. - dlr

-----Original Message-----
From: David Reiner <davidr at rhotrading.com> 
Sent: Friday, February 18, 2005 1:30 PM
To: Wojciech Ślusarski; r-sig-finance at stat.math.ethz.ch
Subject: RE: [R-sig-finance] Computing implied volatility using fOptions

 (BTW, I looked on Bloomberg for these options, and it says there are no options in WIG20, either on the cash index or on the futures. Are these OTC's? If so, then, somewhat different cautions may apply.)

David Reiner

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