Reference Entry

implied volatility

Edited by Jonathan Law and John Smullen

in A Dictionary of Finance and Banking

Fourth edition

Published in print January 2008 | ISBN: 9780199229741
Published online January 2008 | e-ISBN: 9780191726668
implied volatility

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The expected standard deviation in the price of the underlying in an options contract. It is calculated by using the

Reference Entry.  47 words. 

Subjects: Financial Institutions and Services

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