Implied Volatility Program on lot of data

06-27-2009, 08:21 AM

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Implied Volatility Program on lot of data

Hi, I have 15000 excel lines of option data, with dividend rate, risk free rate, option price, strike, maturity, underlying...and I would like to compute the ilpied volatility of my options using the Newton-Raphson method, which is faster than the bisection method. But the problem is that I have a...

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