Re:Launch HN: Stock Unlock (YC W22) – Investment Education f...
by moneywoes on Saturday March 12, 2022 @04:37PM
(#30655120)
Can you give more info on fitting volatility curves?
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Re:Launch HN: Stock Unlock (YC W22) – Investment Education f...
by melony on Saturday March 12, 2022 @05:49PM
(#30655746)
Lookup the term Implied Volatility Surface, it is a visualisation of an option's volatility and value across time (usually derived from black-scholes I think, assuming european style options, american ones use others like binomial). Find a decent textbook on quantitative finance related to options and derivatives (as in actual mathematical modeling, not candlestick horoscopes), they would be able to explain it better.