An empirical test of implied volatility in Singaporean structured warrants

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An empirical test of implied volatility in Singaporean structured warrants

Options traders regard implied volatility a vital variable to determine profitability in options trading and use it to estimate the underlying stock’s volatility in the future. While it cannot predict market direction, it has a reputation for forecasting—to a certain extent—potential for large swing...

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Bibliographic Details
Main Authors:	Samsudin, Najmi Ismail Murad, Mohamad, Azhar
Format:	Proceeding Paper
Language:	English English
Published:	2018
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/65796/ http://irep.iium.edu.my/65796/1/MFAC%202018%20-%20Implied%20Volatility%20Singapore%20paper.pdf http://irep.iium.edu.my/65796/23/65796_An%20Empirical%20Test%20of%20Implied.pdf

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