Calculation purposes of the option pricing model


Task: Volatility cannot be directly observed for calculation purposes of the option pricing model. Therefore, it may be determined from:

  • historic volatility.
  • forward-looking volatility.
  • implied volatility.
  • any of the above.

Solution Preview :

Prepared by a verified Expert
Finance Basics: Calculation purposes of the option pricing model
Reference No:- TGS01841412

Now Priced at $20 (50% Discount)

Recommended (90%)

Rated (4.3/5)