How is the implied volatility calculated
How is the implied volatility calculated?
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Start along with the prices of traded vanilla options, generally the mid price among bid and offer, as well as all other parameters required in the Black–Scholes formula, as strikes, interest rates, expirations, dividends and except for volatilities.
From books of Aggarwal Bors, following information has been extracted: Rs. Sales 2,40,000 Variable costs 1,44,000 Fixed costs 26,000 Profit before tax 70,000 Rate of tax 40% Firm is proposing to buy the new plant that could generate extra annual profit of Rs. 10,000. The fixed cost of new plant is e
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A CD/$ bank trader is at present quoting a small figure bid-ask of 35-40, while the rest of the market is trading at CD1.3436-CD1.3441. What is implied regarding the trader's beliefs by his prices?The trader have to think the Canadian dollar wi
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