Post Reply 
HP 50g Solve on object?
04-29-2019, 12:22 PM
Post: #3
RE: HP 50g Solve on object?
Thanks for the reply! Perhaps I am misusing the solver or there is an alternative method to do what I'm looking for.

This is my program, BSCALL (I've added '->' since I copied it over):

Code:

«
  -> S K v t r @ spot, strike, annual vol, time (years), risk free
 «
 '(1/(v*ƒ(t)))*(LN(S/K) + (r + SQ(v)/2)*(t))' ->NUM
  d1
 «
  'd1 - v*ƒ(t)' ->NUM
  -> d2
 «
  1 
  0 1 d1 UTPN @ This is upper of the normal cdf so 1 - UTPN 
  - 
  S *
  1
  0 1 d2 UTPN
  -
  'K*EXP(-r*(t))' ->NUM
  *
  -
 »
 »
 »
»

Overall, I'm looking to use the calculator to solve for one of the inputs, volatility, v when BSCALL() = .25. This seems to work when I use the solver via the solver in the menu with these inputs:

<< 25 30 X .5 .03 BSCALL .25 - >>
solves for X = .2069... correct!

or this:
'BSCALL(25,30,X,.5,.03) = .25' works too.

However, neither of these methods works via the key input on the stack.

So in a general sense is there any way in the calculator to solve for one of the inputs of another program (without using the menus)?
Find all posts by this user
Quote this message in a reply
Post Reply 


Messages In This Thread
HP 50g Solve on object? - iainiain32 - 04-29-2019, 09:22 AM
RE: HP 50g Solve on object? - grsbanks - 04-29-2019, 11:27 AM
RE: HP 50g Solve on object? - iainiain32 - 04-29-2019 12:22 PM
RE: HP 50g Solve on object? - Gilles - 04-30-2019, 09:10 PM
RE: HP 50g Solve on object? - iainiain32 - 04-30-2019, 04:02 PM
RE: HP 50g Solve on object? - Gilles - 04-30-2019, 07:47 PM
RE: HP 50g Solve on object? - Gilles - 04-30-2019, 09:18 PM



User(s) browsing this thread: 1 Guest(s)