Explain what is meant by the implied volatility smile.

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Explain what is meant by the “implied volatility smile.”

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 30, 2024 01:01 AM

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Explain what is meant by the implied volatility smile.

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The implied volatility smile is a graph pattern seen when plotting the implied volatility of options ...View the full answer

Introduction To Fixed Income Analytics

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