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    Derivatives and Risk Management Study Set 2
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    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    In Order to Compute the Implied Volatility,one Must Force the Option
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In Order to Compute the Implied Volatility,one Must Force the Option

Question 6

Question 6

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In order to compute the implied volatility,one must force the option to be correctly priced by the model.

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