FRM: Implied volatility

Автор: Bionic Turtle

Загружено: 2008-02-06

Просмотров: 108407

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Using the market price for an option on Google's stock, I use Excel's GOAL SEEK function to estimate implied volatility. Implied volatility is a reverse-engineering exercise: we find the volatility that produces a MODEL VALUE = MARKET PRICE. For more financial risk videos, visit our website! http://www.bionicturtle.com

FRM: Implied volatility

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