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Initial volatility - PowerPoint PPT Presentation

From Binomial to Black-Scholes-Merton Option Sensitivities (Delta, Gamma, Vega , etc)

From Binomial to Black-Scholes-Merton Option Sensitivities (Delta, Gamma, Vega , etc) Implied Volatility. Finance 30233, Fall 2016 The Neeley School S. Mann. s =. annualized standard deviation of asset rate of return. Historical Volatility Computation. 1) compute daily returns

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Initial volatility - PowerPoint PPT Presentation

From Binomial to Black-Scholes-Merton Option Sensitivities (Delta, Gamma, Vega , etc)