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Constructing an Implied Volatility Surface 4

7.2K views
Oct 25, 2015
14:12

https://sites.google.com/view/vinegarhill-financelabs/black-scholes-merton/volatility-surface https://sites.google.com/view/brian-byrne-data-analytics/volatility-surface In this video I set out Dumas, Fleming and Whaley and parameterise one of the specifications they suggest.

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Constructing an Implied Volatility Surface 4 | NatokHD