Why Use Successive Approximation To Find Implied Volatility?
Автор: Stock and Options Playbook
Загружено: 2025-12-25
Просмотров: 1
Описание:
Unravel the complexities of implied volatility in options trading. This video delves into why direct calculation is often impossible and introduces a powerful numerical method to overcome this challenge.
In this video, you'll discover:
► Why implied volatility cannot be solved for directly using the Black-Scholes model.
► The fundamental concept of successive approximation and its iterative nature.
► How this method is applied to efficiently estimate implied volatility.
► The benefits of using successive approximation for accurate options pricing and risk assessment.
► Practical insights into the iterative process and convergence to the true value.
#ImpliedVolatility, #OptionsTrading, #QuantitativeFinance, #BlackScholes, #FinancialModeling
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