FRM: Implied volatility smile

Описание к видео FRM: Implied volatility smile

A plot of implied volatility (i.e., the volatility that forces the BSM model option price to equal the observed market price) against strike price. The smile is proof the model is imprecise (incorrect in some assumption); e.g., returns are not lognormally distributed. For more financial risk videos, visit our website! http://www.bionicturtle.com

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