Option Implied Volatility using Newton's Method in Python
In today's video we calculate the implied volatility of a European option in python by using the Newton-Raphon Method.
★ ★ Code Available on GitHub ★ ★
GitHub: https://github.com/TheQuantPy
Specific Tutorial Link: https://github.com/TheQuantPy/youtube...
★ A data driven path to getting a job in Quant Finance
https://www.quantpykit.com/
★ QuantPy GitHub
Collection of resources used on QuantPy YouTube channel. https://github.com/thequantpy
Disclaimer: All ideas, opinions, recommendations and/or forecasts, expressed or implied in this content, are for informational and educational purposes only and should not be construed as financial product advice or an inducement or instruction to invest, trade, and/or speculate in the markets. Any action or refraining from action; investments, trades, and/or speculations made in light of the ideas, opinions, and/or forecasts, expressed or implied in this content, are committed at your own risk an consequence, financial or otherwise.
In questa pagina del sito puoi guardare il video online Option Implied Volatility using Newton's Method in Python della durata di ore minuti seconda in buona qualità , che l'utente ha caricato QuantPy 28 marzo 2021, condividi il link con amici e conoscenti, su youtube questo video è già stato visto 15,953 volte e gli è piaciuto 361 spettatori. Buona visione!
