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lynn
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Joined: September 13th, 2002, 8:02 am

local volatility versus implied volatility

July 3rd, 2008, 8:05 am

Hi all,Need help to understand the difference between local volatility and implied volatility. When do we use either of this volatility?
 
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Antonio
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Joined: June 30th, 2004, 3:13 pm
Location: Imperial College London
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local volatility versus implied volatility

July 3rd, 2008, 4:58 pm

What don't you understand?Have you looked for the definitions of these two things?
 
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TraderJoe
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Joined: February 1st, 2005, 11:21 pm

local volatility versus implied volatility

July 3rd, 2008, 5:21 pm

Also, see the FAQ forum.