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1d
asked Quantitative method to select tactical bands for asset allocation
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5
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asked Implied volatility and greeks for american option with discrete dividends
Jun
15
revised How to calculate the implied volatility using the binomial options pricing model
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Jun
15
comment How to calculate the implied volatility using the binomial options pricing model
Thanks Matt for your perspective. But this question is more practical rather than philosophical. In your terms, what I'm looking for is the inverse function of price = f(volatility) for the Ross-Cox-Rubinstein aka binomial model.
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asked How to calculate the implied volatility using the binomial options pricing model
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10
accepted Aprox intraday implied volatility using intraday option prices and EOD greeks
Jun
10
accepted Statistical significance of a pair trading strategy
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10
accepted How to measure contango?
Jun
1
comment Aprox intraday implied volatility using intraday option prices and EOD greeks
@MattWolf I know there is no exact relationship, hence I'm asking for an approximation. As chrisaycock presumed, I'm looking for speed more than exactitude.
May
31
asked Aprox intraday implied volatility using intraday option prices and EOD greeks
Apr
27
asked How to measure contango?
Apr
5
awarded  Yearling
Feb
20
accepted Which brokers offer a Python stock trading API?
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20
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