MATLAB: Simple question, How to find one variable from a equation.

solve

r = 0.01;
S = 1015.20;
K = 285;
T = 0.25;
d1 = (log(S/K) + (r + (v^2)/2) .* T) / (v .* sqrt(T));
d2 = (log(S/K) + (r – (v^2)/2) .* T) / (v .* sqrt(T));
C = normcdf(d1) .* S – normcdf(d2) .* K .* exp(-r .* T);
All other variables are given, except "v". How do I find the "v" ? type in "solve v" doesn't work.
Anyone can help please, thank you!!

Best Answer

hi,are all the variables defined, because d1 d2 are missing , if you find d1 or d2 then v can be found by two ways :
 POL=[T -(sqrt(T)*d1-log(S/K)*sqrt(T)) r];
 v =roots(POL)
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