Implied volatility c

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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

Implied_volatility_c(50, 35, 4, 6%, 15) &rarr 3.052e-005

See Also

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