Difference between revisions of "Implied volatility c"
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| + | [[Category:Financial library functions]] | ||
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| + | ==Implied_volatility_c(S, X, T, r, p)== | ||
| + | Calculates the implied volatility of a call option, based on using the Black-Scholes formula for options. | ||
| + | |||
| + | [[Syntax]]: | ||
| + | :[[Implied_volatility_c]](S, X, T, r, p: atomic numeric) | ||
| + | |||
| + | Parameters: | ||
| + | ;«S»: the price of security now | ||
| + | ;«X»: the exercise price | ||
| + | ;«T»: the time in years to exercise | ||
| + | ;«r»: the risk-free interest rate | ||
| + | ;«p»: the option price | ||
| + | |||
| + | ==Library== | ||
| + | [[Financial library functions]] (add-in library) | ||
| + | |||
| + | ==Example== | ||
| + | :<code>Implied_volatility_c(50, 35, 4, 6%, 15) &rarr 3.052e-005</code> | ||
| + | |||
| + | ==See Also== | ||
| + | * [[Implied_volatility_p]] | ||
| + | * [[Putoption]] | ||
| + | * [[Pvperp]] | ||
| + | * [[Capm]] | ||
| + | * [[Wacc]] | ||
| + | * [[Financial library functions]] | ||
| + | * [[Financial functions]] | ||
Revision as of 03:47, 2 February 2016
Implied_volatility_c(S, X, T, r, p)
Calculates the implied volatility of a call option, based on using the Black-Scholes formula for options.
- Implied_volatility_c(S, X, T, r, p: atomic numeric)
Parameters:
- «S»
- the price of security now
- «X»
- the exercise price
- «T»
- the time in years to exercise
- «r»
- the risk-free interest rate
- «p»
- the option price
Library
Financial library functions (add-in library)
Example
Implied_volatility_c(50, 35, 4, 6%, 15) &rarr 3.052e-005
See Also
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