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.
Explain the tax considerations effect on the cost of equity and the cost of debt?
Define back-to-back loan. A back-to-back loan involves two parties only. One MNC borrows and re-lends directly to another.
Is the Black–Scholes formula correct?
Illustrates an example of dispersion trading?
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The riskiness of portfolios should be looked at in a different way than the riskiness of individual assets. Explain.
What is an option price?
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How was a Monte Carlo simulation in finance assured?
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