Implied Volatility Calculation with Newton-Raphson Algorithm

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I will present in this video the Newton-Raphson method for extracting the implied volatility from option prices.
The Python code is available in the related article: quant-next.com/implied-volati...
0:00 Introduction
0:13 Black-Scholes Price vs Volatility
0:54 How to Calculate the Volatility Implied by Option Prices?
1:22 Newton-Raphson Method
1:56 Python Code - Generic
2:40 Newton Raphson Method - Derivation
3:06 Newton Raphson Method - Drawbacks
3:29 Implied Volatility Calculation - in Practice
4:42 Python Code
#quantnext, #optionpricing, #derivatives, #quantitativefinance, #financeeducation

[@satioOeinas]

Keep uploading, amazing work! Thank you. ❤

[@quantnext4773]

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[@user-qw9yy8uo7g]

Thank you so much!!!

[@quantnext4773]

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