金融建模 19 | 如何用Excel计算上证50ETF期权隐含波动率 | Financial Modeling 19 Implied Volatility

Описание к видео 金融建模 19 | 如何用Excel计算上证50ETF期权隐含波动率 | Financial Modeling 19 Implied Volatility

本节课向大家展示通过Excel以及Black Scholes Model (布莱克-斯科尔科-莫顿期权定价模型）来用真实市场数据测算上证50ETF的“隐含波动率”，希望大家喜欢

课程主要内容：
1.前言
2.隐含波动率介绍
3.计算隐含波动率的基础
4.通过“二分法”计算隐含波动率
5.计算上证50ETF期权的“隐含波动率”

This video shows you how to use Excel and the Black Scholes Model (Black-Scholes-Morton option pricing model) to measure the "implied volatility" of the SSE 50ETF with real market data. I hope you like it

Main content of the course:
1 Introduction
2. Introduction to Implied Volatility
3. Basis for Calculating Implied Volatility
4. Calculate the implied volatility through the "dichotomy"
5. Calculate the "implied volatility" of SSE 50ETF options

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