@David Harper CFA FRM
Thx David, it's been a pleasure to read you over the last 2 years at night to resolve some brain puzzles but this era it's gone as I passed !! I'm grateful for your reactivity, knowledge and explanations that helped me a LOT !!
3-2-3-2-1
Hi there,
Page 21 of the study notes - Implied Volatility example :
For example, assume:
Stock price (S) is $10
Strike (K) is $10
Term (t) is six months (0.5)
Riskless rate is 5%
Call price is $1.25
$1.25 = Black-Scholes [$10, $10, t=0.5 years, r = 5%, ]
Solve for the implied...
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