How is estimate of volatility or the implied volatility used
How is estimate of volatility or the implied volatility used?
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When you hedge options you have to select whether to utilize a delta based on your own estimate of volatility or the implied volatility. If you need to ignore fluctuations in your mark-to-market P and L you will hedge by using the implied volatility, even if you may believe this volatility to be incorrect.
Calculate the 30-, 90-, & 180-day forward cross exchange rates among the German mark and the Swiss franc by using the most current quotations. Describe the forward cross-rates in "German" terms. The formulas we desire to use are: &n
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