Solving a system of two non-linear equations for big amount of observations

5 views
Skip to first unread message

Daria Fomenko

unread,
Nov 8, 2014, 11:34:59 AM11/8/14
to stata-us...@googlegroups.com
Is there a code which would help me to solve the system of two equations:

 0 = av*normal( ln(av/debt)+(r+asigma^2/2)*t)/(asigma*sqrt(t) ) -debt*exp((-r*t)*normal(ln(av/debt)+(r+asigma^2/2)*t)/(asigma*sqrt(t))-asigma*sqrt(t))-ev
 0 = av*normal( ln(av/debt)+(r+asigma^2/2)*t)/(asigma*sqrt(t))*asigma/ev-esigma for asigma and av (the remaning variables are given) 

for over 100 000 observations using Stata? Thank you!

Input dataset attached.
07-11-2014 15-41-20.jpg
Reply all
Reply to author
Forward
0 new messages