HELP!!! Inverting implied vol from American Options? - Quant版

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Quant版 - HELP!!! Inverting implied vol from American Options?

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话题: american话题: options话题: inverting话题: implied话题: vol

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b*******a
发帖数: 12

Does anybody have codes for inverting implied vol from American Options?
I am particularly interested in invering implied vol from Barone-Adesi and
Whaley(1987) formula, but others are ok.
Could you please send me a copy of codes or suggest me some links? Thanks.
My email is p***[email protected].

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● IB interview question (option)	● 问个关于volatility的问题
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● 几道面试题	● [合集] 关于implied volatility和historical volatility
● Fed这是要搞毛？	● Can option price predict future
● 如何计算implied Volatility from American Option	● 电面如何回答用 BS 计算 option
● is it possible to imply forward prices from american option prices?	● 关于American put option的几个问题.
● 请教一个Option的问题	● 请问American put option price和interest rate的关系
● 战五渣再问个implied volatility的问题	● [新手上路]关于American和European call option pricing

相关话题的讨论汇总
话题: american话题: options话题: inverting话题: implied话题: vol

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