Local Volatility and Implied Volatility - Maple Application Center
Application Center Applications Local Volatility and Implied Volatility

Local Volatility and Implied Volatility

: Maplesoft AuthorMaplesoft
Engineering software solutions from Maplesoft
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This application explores two different methods of exploring financial data. The first example examines fitting an implied volatility surface based on data from S&P 500 call options. The second computes option prices and models the local volatility for simulated market data.

Application Details

Publish Date: May 11, 2016
Created In: Maple 2016
Language: English



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