Studies on implied volatility from option prices.
Implied volatility is an elusive attribute in the Black-Scholes Model that is unobservable, yet important for investors to price options. The objective of our study is to study and make reasonable claims on the trends we observed from our results, primarily derived from data in the Asian and US mark...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/15030 |