https://gdpark.blog/tags/bisection-method/Recent content in Bisection-Method on gdpark.blogHugoenSun, 11 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-13-implied-volatility/Fri, 09 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-13-implied-volatility/Flip the BS formula backwards — plug in the real market price, leave σ blank, and whatever volatility makes it work? That’s implied volatility, baby.https://gdpark.blog/posts/financial-engineering-14-bisection-method-weighted-bisection-method/Sun, 11 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-14-bisection-method-weighted-bisection-method/A super easy walkthrough of the bisection method for root-finding — keep halving the interval until you zero in on the solution, with Python code to watch it converge.