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Lecture Financial modeling - Topic 13A: Black-scholes-merton option pricing model, implied vols, and volatility estimation

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The following will be discussed in this chapter: Value options using historical vol, moving average vol (MAV), exponentially weighted moving average (EWMA), and generalized autoregressive conditional heteroskedasticity (GARCH); calculate option model implied volatility surfaces -- time skew (a.k.a. terms structure of volatility), and strike skew (Smiles and Smirks); understand what volatility surfaces reveal about option prices, volatility, and the models. | Lecture Financial modeling - Topic 13A: Black-scholes-merton option pricing model, implied vols, and volatility estimation

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