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What underlying? may be I can give you an indication of where the market for is.
Gwenn
| -----Ursprungliche Nachricht-----
| Von: Stephane Rodigari [SMTP:stephane.rodigari@xxxxxxxxxx]
| Gesendet am: Thursday, August 19, 1999 8:11 PM
| An: Real Traders
| Betreff: OPTION: estimation of volatility
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| Hi RTs,
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| Can anyone tell me how to calculate an estimation of a 9 year volatility
| using historical volatility. I need to value OTC options and to control
| whether their implied volatility is acceptable.
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| Regards,
|
| Richard
|