Hi everyone, just curious about this part. I thought that a higher volatility increases the price of the option? meaning if you overestimate the vol of an option, you would have overpriced options, rather than underpriced?
Hi everyone, @David Harper CFA FRM ,
Is there a spreadsheet for this? doesnt seem to be included in the course material (only for the example for risk budgeting across asset class)
Having a hard time deriving the numbers myself, also cause i am not sure which numbers are given as an...
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