Optimization and Root Finding ", "Many estimation problems in econometrics and statistics are essentially optimization problems, which in turn are reduced to root finding (e.g., F.O.C. for smooth objective/criterion functions).

Amlogic tv launcher2019 Optimization methods course projects Requirements: 1. Form a group of 1~2 persons. Grouping and topic selection is by March 29. Please email the instructor the group members and the topic

This answer is not useful. Show activity on this post. def newtonRap (cp, price, s, k, t, rf): v = sqrt (2*pi/t)*price/s print "initial volatility: ",v for i in range (1, 100): d1 = (log (s/k)+ (rf+0.5*pow (v,2))*t)/ (v*sqrt (t)) d2 = d1 - v*sqrt (t) vega = s*norm.pdf (d1)*sqrt (t) price0 = cp*s*norm.cdf (cp*d1) - cp*k*exp (-rf*t)*norm.cdf (cp*d2) v = v - (price0 - price)/vega print "price, vega, volatility ", (price0, vega, v) if abs (price0 - price) < 1e-25 : break return v.