topic Re: How to find volatility of asset using two equation in PTC Mathcad
https://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631881#M187647
<P>Please check this Forum for examples of using a solve block with Prime (as it differs w.r.t. Mathcad 15 and before).</P>
<P>Regarding your sheet:</P>
<P>You can omit the "Given".</P>
<P>Move the constraint equations (E=.... and sigmaE*E=...) to the "Constraints" section of the solve block.</P>
<P>Provide a guess value for sigmaA (sigmaA := <a value>) in the "Guess Values" section of the solve block.</P>
<P> </P>
<P>Come back here, with your updated sheet if you've done the above and there's still a problem.</P>
<P>Then do not forget to state which version of Prime you are using.</P>
<P> </P>
<P>Success!<BR />Luc</P>Thu, 17 Oct 2019 12:15:01 GMTLucMeekes2019-10-17T12:15:01ZHow to find volatility of asset using two equation
https://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631850#M187645
<P>Hi, I'm a Quantitative Sciences student and a first-time user of Mathcad.</P>
<P> </P>
<P>As I do not have information on the asset volatility, I need to compute the value of asset volatility using two equations. However, the comment said that "<SPAN>The variable is undefined.."</SPAN></P>
<P> </P>
<P><SPAN>May I know how to solve it? Thank you so much.</SPAN></P>Thu, 17 Oct 2019 10:10:08 GMThttps://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631850#M187645Nurulhanna2019-10-17T10:10:08ZRe: How to find volatility of asset using two equation
https://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631867#M187646
<P>we outlined the steps as follows –</P>
<OL>
<LI>Calculate the average</LI>
<LI>Calculate the deviation – Subtract the average from the actual observation</LI>
<LI>Square and add up all deviations – this is called variance <FONT color="#000000"><A href="https://www.talktowendys.website/" target="_self"><FONT color="#000000">talktowendys</FONT></A></FONT></LI>
<LI>Calculate the square root of variance – this is called standard deviation.</LI>
</OL>Fri, 18 Oct 2019 04:39:51 GMThttps://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631867#M187646Davi4562019-10-18T04:39:51ZRe: How to find volatility of asset using two equation
https://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631881#M187647
<P>Please check this Forum for examples of using a solve block with Prime (as it differs w.r.t. Mathcad 15 and before).</P>
<P>Regarding your sheet:</P>
<P>You can omit the "Given".</P>
<P>Move the constraint equations (E=.... and sigmaE*E=...) to the "Constraints" section of the solve block.</P>
<P>Provide a guess value for sigmaA (sigmaA := <a value>) in the "Guess Values" section of the solve block.</P>
<P> </P>
<P>Come back here, with your updated sheet if you've done the above and there's still a problem.</P>
<P>Then do not forget to state which version of Prime you are using.</P>
<P> </P>
<P>Success!<BR />Luc</P>Thu, 17 Oct 2019 12:15:01 GMThttps://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631881#M187647LucMeekes2019-10-17T12:15:01ZRe: How to find volatility of asset using two equation
https://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631895#M187649
<P>You need a guess value for sigmaA. </P>
<P> </P>
<P>And maybe I don't follow what you are trying to do, but the second equation by itself will lead you to a solution for sigmaA. One equation one unknown. (I suppose the first equation should do, but I get no solution found).</P>
<P> </P>
<P><span class="lia-inline-image-display-wrapper lia-image-align-inline" image-alt="2019-10-17_7-34-45.png" style="width: 405px;"><img src="https://community.ptc.com/t5/image/serverpage/image-id/20248i60E2046B869C1889/image-size/large?v=v2&px=999" role="button" title="2019-10-17_7-34-45.png" alt="2019-10-17_7-34-45.png" /></span></P>
<P>Given your setup both equations can't be satisfied with a single sigmaA. Do you need to solve for a second variable also? Like this:</P>
<P> </P>
<P><span class="lia-inline-image-display-wrapper lia-image-align-inline" image-alt="2019-10-17_7-41-39.png" style="width: 639px;"><img src="https://community.ptc.com/t5/image/serverpage/image-id/20249i0E4750892859374E/image-size/large?v=v2&px=999" role="button" title="2019-10-17_7-41-39.png" alt="2019-10-17_7-41-39.png" /></span></P>
<P> </P>Thu, 17 Oct 2019 12:43:04 GMThttps://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631895#M187649DJF2019-10-17T12:43:04ZRe: How to find volatility of asset using two equation
https://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631900#M187650
<P>You've (perhaps) used "old" Mathcad. Prime's solve blocks are a bit different"</P>
<P><span class="lia-inline-image-display-wrapper lia-image-align-inline" image-alt="Annotation 2019-10-17 085106.jpg" style="width: 531px;"><img src="https://community.ptc.com/t5/image/serverpage/image-id/20250i3FD7A2641C92BE15/image-size/large?v=v2&px=999" role="button" title="Annotation 2019-10-17 085106.jpg" alt="Annotation 2019-10-17 085106.jpg" /></span></P>Thu, 17 Oct 2019 12:52:41 GMThttps://community.ptc.com/t5/PTC-Mathcad/How-to-find-volatility-of-asset-using-two-equation/m-p/631900#M187650Fred_Kohlhepp2019-10-17T12:52:41Z