Revisiting the Implied Volatility Calculation: Possible Pitfalls of Newton’s Method (Part 2)

3 years ago
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Python Options Implied Volatility

In part 2, we will look specifically at calculating the implied volatility and look at situations where Newton's method might fail.

Part 1: https://youtu.be/Q6COHive9CY

Original Video: https://youtu.be/Jpy3iCsijIU
IMT Options and Lack of a Root: https://youtu.be/2UJ9kFqQF-s

Github: https://github.com/kpmooney/numerical_methods_youtube/blob/master/root_finding/implied_volatility/Root%20Finding.ipynb

Tip Jar: http://paypal.me/kpmooney

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