this is my first post in this forum so pl forgive me for any mistake
Hi actually I want to calculate Implied volatilities in SQL (I have required formula & Database ready)
but this formula requires use of certain function which are there in EXCEL but wont found in SQL.
Pl help me in getting the same.
like in excel there is function called log return the syntax is ln(value1/value2)
e.g value 1 is 150 & value 2 is 100 so output will be ln(150/100)=0.405465
& other function is normal distribution value for z
=normsdist(0.405465) the answer will be 0.657432169
the above 2 is statistical fuctions & the main object is to calculate implied volatility by using BLACK & SCHOLES formula for option pricing
Pl help me by providing the code for above given functions
positive reply is highly appreciated.
Anand M. Bohra