Implied volatility and contagion in the options market
Among options traders, implied volatility is regarded as one of the most important variables for determining profitability in options trading. Implied volatility implies the future underlying stock volatility, and whilst it cannot predict market direction, it can forecast the stock’s potential for l...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/41306/ http://irep.iium.edu.my/41306/1/Implied_Volatility_and_Contagion_Istanbul.pdf http://irep.iium.edu.my/41306/2/Ibesra_Istanbul_Certificate.jpg |
