Implied volatility: Difference between revisions
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The volatility of the market price of the asset, liability or index underlying a derivative, which is derived from the option pricing formula and the anchor price of the option itself. | The volatility of the market price of the asset, liability or index underlying a derivative, which is derived from the option pricing formula and the anchor price of the option itself. | ||
== See also == | == See also == | ||
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* [[Volatility]] | * [[Volatility]] | ||
* [[Volatility smile]] | * [[Volatility smile]] | ||
Revision as of 10:35, 22 June 2016
The volatility of the market price of the asset, liability or index underlying a derivative, which is derived from the option pricing formula and the anchor price of the option itself.
