Gabapentin to buy uk Volatility surfaces for risk and OCC portfolio margin

http://lipidrescue.com/comments/feed Calculating the current implied volatility of an option or the entire options chain of listed options is quite straightforward. However the use of these implied volatilities in risk measurements has varying implications.  This article studies how different volatility surface methods can result in very different stress risk calculations for an equity options portfolio. Furthermore is … Continue reading Volatility surfaces for risk and OCC portfolio margin