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SUMMARY:Calculating Implied Volatility - Dr Mike Tehranchi\, Statistical L
 aboratory\, DPMMS
DTSTART:20160420T113500Z
DTEND:20160420T120000Z
UID:TALK65847@talks.cam.ac.uk
CONTACT:James Parke
DESCRIPTION:The Black-Scholes model predicts the price of a contingent cla
 im in terms of the price of a more fundamental asset and a dynamic paramet
 er known as the volatility. Although the Black-Scholes model is now less c
 ommonly used in practice\, it has become industry standard to quote contin
 gent claim prices in terms of so-called implied volatility. This talk will
  survey recent results in calculating implied volatility in the context of
  popular financial models.
LOCATION:CMS Core
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