More on Root Finding: The Bisection method Using Python
3 years ago
3
In previous videos, we have used the Newton’s method to find the roots of various functions. In particular, we inverted the Black-Scholes model to solve for the implied volatility of an option. There are, however, other algorithms that can do this. Here, I present the bisection method. This is a quick video showing the basics of the technique. I don’t go into detail with the volatility as we have done that in several previous videos.
Troubleshooting Newton’s mMethod: https://youtu.be/Q6COHive9CY
Original IV Video: https://youtu.be/Jpy3iCsijIU
Github: https://github.com/kpmooney/numerical_methods_youtube/tree/master/root_finding/bisection
Tip Jar: http://paypal.me/kpmooney
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