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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)?
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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



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