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Implied volatility Posted by: bionicturtledotcom
Video duration: 425 seconds Global video hits: 28273 Using the market price for an option on Google's stock, I use Excel's GOAL SEEK function to estimate implied volatility. Implied volatility is a reverse-engineering exercise: we find the volatility that produces a MODEL VALUE = MARKET PRIE Related: quant, finance, excel Display Video Comments | Hide Video Comments | Add Comment |
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Implied volatility smile Posted by: bionicturtledotcom
Video duration: 564 seconds Global video hits: 7877 A plot of implied volatility (ie, the volatility that forces the BSM model option price to equal the observed market price) against strike price. The smile is proof the model is imprecise (incorrect in some assumption); eg, returns are not lognormally distributed Related: implied, volatility, smile, option, crashophobia Display Video Comments | Hide Video Comments | Add Comment |
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Triple H Segment [Raw 4/4/11] Posted by: dudeme12
Video duration: 579 seconds Global video hits: 67386 Triple H talks about the Aftermath of the Match with taker!! Related: triple h segement, triple h, hhh, the game, hhh segment, segment, wwe raw 4411 triple h, wwe raw 4-4-11 hhh, wwe raw 4 4 11, triple h segment raw 4 4 11, hhh segment 4411, wwe raw night after wm27, raw after wrestlemania 27, post wrestlemania 27 raw, hhh segment raw, hhh promo Display Video Comments | Hide Video Comments | Add Comment |
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The Implication Posted by: sunnyonfx
Video duration: 70 seconds Global video hits: 428774 The whole purpose of buying the boat in the first place is to get the ladies nice and tipsy top-side, so we can take them to a nice comfortable place below deck and..you know...they can't refuse. Because of the implication. Copyright FX 2010 Related: the, gang, buys, boat, its, always, sunny, in, philadelphia, implication Display Video Comments | Hide Video Comments | Add Comment |
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The Implication (Full and Uncut) - It's Always Sunny in Philadelphia Posted by: aidanboland2008
Video duration: 104 seconds Global video hits: 52075 Full and Uncut clip of Mac and Dennis discussing "the implication" of girls being alone with them on a boat. Classic scene from It's Always Sunny In Philadelphia. From the Season 6 episode "The Gang Buys a Boat". Related: funny, implication, mac, dennis, sunny, philadelphia, boat, rape Display Video Comments | Hide Video Comments | Add Comment |
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Formulating an implied main idea sentence.wmv Posted by: tsvarakadenga22
Video duration: 332 seconds Global video hits: 1348 Related: formulating, an, implied, main, idea, sentence Display Video Comments | Hide Video Comments | Add Comment |
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Photo Composition: Implied Motion Posted by: applinglori
Video duration: 196 seconds Global video hits: 1151 Related: implied motion, photography, photo, tip, lesson, composition, awai Display Video Comments | Hide Video Comments | Add Comment |
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Dana White Talks UFC 133, Alistair Overeem and Meeting Vince McMahon Posted by: ArielHelwani
Video duration: 817 seconds Global video hits: 81397 Download our iPhone app here www.mmafighting.com For more check out www.mmafighting.com Related: dana white, ufc 133, ariel helwani, mma, ufc, ultimate fighting, mixed martial arts, alistair overeem, strikeforce, wwe, vince mcmahon, rich franklin, nogueira, hbo sports, ross greenburg Display Video Comments | Hide Video Comments | Add Comment |
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Understanding Creatively Correct Exposure with Bryan Peterson Posted by: ppsop2009
Video duration: 225 seconds Global video hits: 99926 Learn more at www.ppsop.com . Please send your questions to bryanfpeterson3@mac. com Related: photography, understanding, exposure, bryan, peterson, ppsop, better, photo, perfect, picture Display Video Comments | Hide Video Comments | Add Comment |
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Equity Derivatives Market - Options: Implied Volatility & Goal Seek.flv Posted by: jsewebteam
Video duration: 533 seconds Global video hits: 0 Related: jse, johannesburg stock exchange, jse limited stock exchange, equity derivatives market, safex edm, trading options Display Video Comments | Hide Video Comments | Add Comment |
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Sin Codigo ep 7 8 9 Lola Ponce implied ko BG Gas AC WU s Posted by: herediano82
Video duration: 335 seconds Global video hits: 48290 Related: sin, codigo, ep, 7, 8, 9, lola, ponce, implied, ko, bg, gas, ac, wu, s Display Video Comments | Hide Video Comments | Add Comment |
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"Implied Vomit" - Jon Savoy - Alter-Ego @ Fontana's Posted by: jonsavoy
Video duration: 173 seconds Global video hits: 1 Wouldn't be right to keep doing this opener now that I am thirty. I guess I can write one about sound retirement investment vehicles. Not because of the age thing, but because there's no better time to start planning for tomorrow than today. Related: comedy, stand, up, humor, funny, jon, savoy, alter, ego Display Video Comments | Hide Video Comments | Add Comment |
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Steve Austin vs. Kyocera Dura Series - who's tougher? Posted by: kyoceramobilephones
Video duration: 231 seconds Global video hits: 36183 Man vs. Phone -- Episode 1 Steve Austin vs. Kyocera Dura Series. Who's tougher? For more information, visit www.kyocera-wireless .com or "Like" us on Facebook at http Related: steve austin, dura, mobile phones, durable phones, duramax, kyocera ptt, sprint, cell phones, funny, water resistant, 810g Display Video Comments | Hide Video Comments | Add Comment |
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Paul Wilmott on Quantitative Finance, Chapter 12, How to arbitrage volatility Posted by: NathanWhitehead
Video duration: 887 seconds Global video hits: 3185 In chapter 12 I learned how to make money by trading on the differences between actual and implied volatility. One choice you have to make is whether to hedge using implied or actual volatility; they have different consequences in final profits and how you get there. Related: math, finance, quant, hedge, arbitrage, volatility, black-scholes, options, implied volatility Display Video Comments | Hide Video Comments | Add Comment |
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Brett Johnson - There And Back Again Posted by: ManuZero3
Video duration: 504 seconds Global video hits: 19990 my first track on this page, enjoy! artist: Brett Johnson title: there and back again album: implied connectivity ep Related: brett, johnson, implied, connectivity, there, and, back, again, finger, painting, twiddle, sticks, track, tune, minimal, techno, tech, house, groovy, vinyl Display Video Comments | Hide Video Comments | Add Comment |
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![Triple H Segment [Raw 4/4/11] Triple H Segment [Raw 4/4/11]](http://i.ytimg.com/vi/jsyPzOGFjic/2.jpg)












Latest comments made on this video:
By: 6000deepsead. on 26 Feb 12, 13:25:16
Thank you very much for taking the trouble. given(all) S=$42,T=6m.K=$40 and r=10%(y) pls.culculate the premium of call optiom based on BSM ?
By: bionicturtledotcom. on 15 Feb 12, 19:07:00
in practice, i think it's more useful to use the BSM to infer volatility. To estimate volatility via historical, then input renders the "fair value" of the option vulnerable to the BSM unrealistic assumptions (e.g., lognormal? distribution, constant vol)
By: 6000deepsead. on 15 Feb 12, 09:36:12
as CFA,implied volatility's just the out-puted datum from BSfimulae to find the fair value of optins,we? always check the historical volatility this video is promoted by MS or Google ?
By: alpmedeiros. on 29 Oct 11, 16:49:35
What if excel can't find the volatility? It say it "impossible? to find value"
By: bullzandbearz. on 23 Oct 11, 11:27:59
some people get? confused though on the VIX being a "fear gauge" and while traditionally it is a fear indicator it doesn't necessarily have to be that way. Take the market right now...stocks are rising fast and so is volatility. Just thought I'd add this as it wasn't covered in the video.
By: Airgutter87. on 20 Jul 11, 07:14:09
What class???
By: hmrz. on 02 Jun 11, 03:40:37
THANK YOU? DAVID !! this helped me soo much on my assignment !! doing great
By: hmrz. on 02 Jun 11, 03:40:17
THANK YOU DAVID !! this helped me soo much on my assignment? !! doing great
By: thingshappens. on 09 Jan 11, 19:02:15
Hi David, Thanks for your? time. You are doing a great thing.
By: jerry1027. on 17 Oct 10, 16:23:05
Thank you ..? I understand this now
By: euastus. on 15 Apr 10, 11:41:26
thank you so much friend.?
By: upashantha24. on 18 Mar 10, 19:03:33
Thank you? very much....
By: inmemoryofk. on 22 Mar 09, 13:25:44
amazing, many thanks?
By: engelberthk. on 27 Nov 08, 09:22:17
What is the excel formula for the call price in the? pink color cell before the goal seek function? Thanks. Stephen
By: bionicturtledotcom. on 25 Apr 08, 18:38:05
Integrity2345 - Yes, I mean them as synonyms: volatility =? (annualized) standard deviation