Implied Volatility
Posted by Chun-Yuan Chiu
The root-finding algorithm used here is the bisection method. This calculator only works if the implied volatility is between 0.001 and 10.Tagged: Black-Scholes model, Implied Volatility
• Apr 2, 2013 •
Methods
Derivatives Markets
- Stock Options
Including Exotic Options - Interest Rate Derivatives
Short Rate Model - Credit Derivatives
structural Models and Reduced Models