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

[davidr at rhotrading.com]

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