ON THE CALCULATION OF IMPLIED VOLATILITY
This study is intended to calculate implied volatility of a stock by genetic algorithm and Newton-Raphson method. Genetic algorithm, a method of solving optimization problem, does not require the characteristic of function to solve, it can solve many mathematic problems as long as they can be change...
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| Main Author: | |
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/12300 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |