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
The Greeks of Black and Scholes
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