Implied volatility | Finance & Capital Markets | Khan Academy



Created by Sal Khan. Missed the previous lesson? Watch here: https://www.khanacademy.org/economics-finance-domain/core-finance/derivative-securities/black-scholes/v/introduction-to-the-black-scholes-formula?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Finance and capital markets on Khan Academy: Interest is the basis of modern capital markets. Depending on whether you are lending or borrowing, it can be viewed as a return on an asset (lending) or the cost of capital (borrowing). This tutorial gives an introduction to this fundamental concept, including what it means to compound. It also gives a rule of thumb that might make it easy to do some rough interest calculations in your head. About Khan Academy: Khan Academy offers practice exercises, instructional videos, and a personalized learning dashboard that empower learners to study at their own pace in and outside of the classroom. We tackle math, science, computer programming, history, art history, economics, and more. Our math missions guide learners from kindergarten to calculus using state-of-the-art, adaptive technology that identifies strengths and learning gaps. We've also partnered with institutions like NASA, The Museum of Modern Art, The California Academy of Sciences, and MIT to offer specialized content. For free. For everyone. Forever. #YouCanLearnAnything Subscribe to Khan Academy’s Finance and Capital Markets channel: https://www.youtube.com/channel/UCQ1Rt02HirUvBK2D2-ZO_2g?sub_confirmation=1 Subscribe to Khan Academy: https://www.youtube.com/subscription_center?add_user=khanacademy

Comments

  1. Sir can u please solve a complete question on black Scholes model... Or can anyone tell me here that how N(d1) = N(. 50327) =.6928?
  2. finally I am done with macro-economics, micro economics, and finance.... 440+ videos in 6 months....
  3. Your videos are realy helping people understand the fundamentals of Finance ..Thanks!!
  4. Please Please continue!!!!!!!!
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  6. Thanks
  7. Yes, the variables d1 and d2 are derived from the geometric Brownian motion which is lognormally distributed.
  8. 0:21 I know this is pedantic, but... you only listed 5 things, mate. :D
  9. Doesn't black scholes assume normally distributed log returns?
  10. Can you make a video on options pricing models? For example, using binomial models. You can't do American options and dividend options as accurately with black scholes. You can also simulate the implied volatility with models.
  11. Sounds Like Futures..
  12. more i want more to learn
  13. Can we discuss the Greeks please?
  14. Can you tell what is delta neutral strategy?
  15. Nice vid, maybe you can do a video about the Heston-model and also about changing risk-neutral and real-market probabilities.
  16. This helps so much. It makes everything so much easier.


Additional Information:

Visibility: 104519

Duration: 5m 0s

Rating: 191