[R-SIG-Finance] Finding the strike price of an option from all other data

[R Vince]

This would probably work nidely:

http://www.inside-r.org/packages/cran/pracma/docs/muller


On Sun, May 17, 2015 at 12:54 AM, Kunal Shah <kunalshah305 at gmail.com> wrote:

> Hello,
>
> If I have all the other data and if I need to find the strike price of an
> option, some numerical technique needs to be applied
>
> Can someone guide me how to do this?
> One possible solution is
> 1: Initialise with some random strike
> 2: Use Black Scholes and find the price
> 3:Increase/Decrease the strike accordingly and do steps 1 and 2 until you
> reach at the answer
>
> I think some numerical techniques must be there to dot his
>
> Regards
>
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>
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