Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
I am calculating oasd using implied vol of 15%.
What is relation between OASD vs Implied volatility in theory for various maturities. I am running using MMD curve.
If anyone recommend any good article on this; it would be helpful.
Required, but never shown
1 year, 11 months ago