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I have created a google group for this module. If you are working on it and willing to join in, please leave your email.
I’m up to the EOM exercises, but having some trouble. Happy to join the group.
Hi I’ve just started on the module, please add me:)
working on case 4 and encounter the following error:
Error in if (!all(lower[isfixed] <= fixed[isfixed] & fixed[isfixed] <= :
missing value where TRUE/FALSE neededPlease add me.
ace.kingn0419@gmail.complease add me:
Please add me. gtactuary@gmail.com
Please add me
please add me
Please add:
hi, could you add me as well ttian.vip@gmail.com
Hi, please add me as well
nytmail001@gmail.com
ThanksPlease add me too.
Hi all, I am at Section 5 Deflators – Hands On 2 right now where I’m stuck as I am unable to reconcile my real-world assumption Call price against that in the module. What I calculated was 336.93 whereas the module result was 321.1. I was able to get the same risk-neutral result, so I’m pretty sure the problem is not due to the code for the function… Does anyone face same issue as me? Below are my codes. Appreciate any help on this. Thanks.
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`{r input data}
s0 = 2500
mu = 0.10 #real-world
r = 0.05
sigma = .15 #real-world
sigma.rn <- 0.2 #risk-neutral
T = 1
N = 500
K = 2500
M <- T * 12
t <- 1/12
Call.T = 5 #year
d=0
`## Generate N scenarios under real-world assumption
Call the equityModelingRW.LN.inputSamples function to generate N economic scenarios under real-world assumption
` {r generate N economic scenarios using RW assumption}
set.seed(1)
sampleValues.rw = matrix(rnorm((M*N), m=(mu*t), sd=(sigma*sqrt(t))), M, N)
St.rw = equityModelingRW.LN.inputSamples(s0, T, N, sampleValues.rw)
`## Estimate Call prices under real-world assumptions
` {r calculate estimated Call prices}
callPrices.rw <- CallPriceCalculation(St.rw, K, r, T, N)
CallPriceEstimates(callPrices.rw)`—————————–
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