implied volatility vba
Theimpliedvolatility(IV)ofanoptioncontractisthatvalueofthevolatilityoftheunderlyinginstrumentwhich,wheninputinanoptionpricingmodel ...,GetanExcelspreadsheet&VBAtocalculateimpliedvolatilitywiththebisectionmethod.Discoverhownumericalbisectionworks,...
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这段代码基于Black-Scholes模型,通过牛顿-拉夫逊迭代法计算期权的隐含波动率,是一个比较常见的VBA实现方式。
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