• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Vega and Implied Volatility

  • Thread starter Thread starter TRAB
  • Start date Start date

TRAB

Joined
2/24/12
Messages
27
Points
13
I'm so confused about volatility. When we are talking about vega and option trading, what volatility are we discussing and how is it measured? Is it subjective, meaning each trader sets volatility to what he thinks it is. How is the volatility related to vega any different than the volatility we use in the Black-Scholes formula.
 

Similar threads

Volatility Forecasting
Replies
0
Views
293
Joachim Leptuch
Personal Project related to volatility modelling or heston model calibration?
Replies
2
Views
746
Xerium
cleverdonk
Unique Background Advice
Replies
3
Views
872
cleverdonk
cleverdonk
gliph
Thoughts on Master's in Mathematical and Computational Finance at UdeM?
Replies
2
Views
357
gliph
gliph
dijoney
Preferred project for a Quant Role
Replies
1
Views
556
fufutoogud
fufutoogud
Back
Top