The Greeks of Black and Scholes

For econometric discussions not necessarily related to EViews.

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nickh
Posts: 1
Joined: Fri Jun 24, 2011 9:21 am

The Greeks of Black and Scholes

Postby nickh » Fri Jun 24, 2011 9:29 am

Hi Everyone,

For my thesis I am trying to evaluate some stock data. I implemented the Black and Scholes model, which works fine, but nog I want to get to the "Greeks" better known as the first order partial derivatives of the variables used in the B&S model. However I can't seem to get a first order partial derivative in Eviews. Off course I could implement the model by writing it out and the generate series to describe the model, but I was wondering if there was an option to have Eviews generate these derivatives. Moreover this is not a regression, so a lot of the stuf in the user guide is not good for me. So my question is: is it possible to have Eviews generate first order partial derivatives?

I would love to hear from you!

Regards,

Nick

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