TypeScript implied volatility
Create a TypeScript function that computes the implied volatility using the Black-Scholes model. Where the inputs are the underlying price, strike price, free-risk rate, and option price. Write it step by step, with an explanation for each step.
© Attention
The copyright of the book belongs to the book author and Amazon for unified interpretation, the blog belongs to the author's own interpretation, and the prompt is unified by the Internet. If you have objections to which ones, please click on the contant us page, and I will delete them to protect your interests.
If you want to reprint, please let me know, thank you.
Related Topics
No comments...