Difference between revisions of "Implied volatility c"
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* [[Financial functions]] | * [[Financial functions]] | ||
Latest revision as of 20:16, 23 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
Comments
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