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Tag Archives: BSM
Implied Volatility
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) explains how implied volatility is computed from option market prices and a option pricing model. Introduction Volatility is a measure of fluctuations observed in … Continue reading →
Posted in Contributors, Financial techniques
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Tagged Brownian motion, BSM, Call option, Implied volatility, Options, Put option, Risk, Volatility
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