Implied volatility forecasting in the options market: a survey
Implied volatility is regarded as one of the most important variables for determining profitability in options trading. Implied volatility gives indication about the future volatility of the underlying asset and can be used to predict the degree to which the asset price might swing and thus whether...
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| Format: | Article |
| Language: | English |
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Penerbit UTM Press
2016
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| Online Access: | http://irep.iium.edu.my/50540/1/Implied_Volatility_-_Published_in_Sains_Humanika.pdf http://irep.iium.edu.my/50540/ http://www.sainshumanika.utm.my/index.php/sainshumanika/article/view/721/574 |
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