https://gdpark.blog/tags/implied-volatility/Recent content in Implied-Volatility on gdpark.blogHugoenMon, 12 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-11-volatility/Thu, 20 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-11-volatility/Breaking down historical and implied volatility — what they are, why we care, and how to actually compute historical vol from weekly price data in VBA.https://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-15-newton-raphson-method/Mon, 12 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-15-newton-raphson-method/We ditch bisection and let Newton-Raphson chase down implied volatility by hopping along tangent lines until it zeros in on the answer.