Frage im Vorstellungsgespräch bei Société Générale
Do you know what is implied volatility and how it's calculated
Antwort im Vorstellungsgespräch
Anonym
2. Okt. 2020
Tell this is the volatility of the option, it is computed from the inversion of black Scholes price (you know the price, you want to get the vol), use numerical process