Is there a way to simultaneously solve two non-linear equations for two variables?
(basically a solution of the Black-Scholes Formula for Asset Value and for Asset Volatility)
one being:
ev=av*normal[(ln(av/fv)+(r+asigma/2)*t)/(asigma*sqrt(t))]-debt*e^(-r*t)*normal[((ln(av/fv)+(r+asigma/2)*t)/(asigma*sqrt(t))-asigma*sqrt(t)]
the second being:
esigma=av*normal[(ln(av/fv)+(r+asigma/2)*t)/(asigma*sqrt(t))]*asigma/ev
The variables I have to solve it for are asigma and av the rest of the variables is given.
I am really desperate
Thank you in advance!
Kind Regards
Daria
(basically a solution of the Black-Scholes Formula for Asset Value and for Asset Volatility)
one being:
ev=av*normal[(ln(av/fv)+(r+asigma/2)*t)/(asigma*sqrt(t))]-debt*e^(-r*t)*normal[((ln(av/fv)+(r+asigma/2)*t)/(asigma*sqrt(t))-asigma*sqrt(t)]
the second being:
esigma=av*normal[(ln(av/fv)+(r+asigma/2)*t)/(asigma*sqrt(t))]*asigma/ev
The variables I have to solve it for are asigma and av the rest of the variables is given.
I am really desperate

Thank you in advance!
Kind Regards
Daria
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