Local Volatility and Implied Volatility - Maple Application Center
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Local Volatility and Implied Volatility

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: Maplesoft AuthorMaplesoft
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This application explores two different methods of exploring financial data. The first example examines fitting an implied volatility surface based on data from S&P 500 call options. The second computes option prices and models the local volatility for simulated market data.

Application Details

Publish Date: May 11, 2016
Created In: Maple 2016
Language: English
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economics

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