Implied Volatility Calculator
| Main Author: | Tim Xiao |
|---|---|
| Format: | info Proceeding Journal |
| Bahasa: | eng |
| Terbitan: |
, 2021
|
| Subjects: | |
| Online Access: |
https://osf.io/xp5s6/download |
Daftar Isi:
- An implied volatility is the volatility implied by the market price of an option based on the Black-Scholes option pricing model. Given an option price, the model can calculate implied volatility.