An empirical test of implied volatility in Singaporean structured warrants
Options traders regard implied volatility a vital variable to determine profitability in options trading and use it to estimate the underlying stock’s volatility in the future. While it cannot predict market direction, it has a reputation for forecasting—to a certain extent—potential for large swing...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
2018
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/65796/ http://irep.iium.edu.my/65796/ http://irep.iium.edu.my/65796/1/MFAC%202018%20-%20Implied%20Volatility%20Singapore%20paper.pdf http://irep.iium.edu.my/65796/23/65796_An%20Empirical%20Test%20of%20Implied.pdf |