Home PRMIA Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition PRMIA.8007.v2021-01-31.q46 Question 3
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When calculating the implied volatility from an option price we use the bisection method and know initially that the volatility is somewhere between 1% and 100%. How many iterations do we need in order to determine the implied volatility with accuracy of 0.1%?
Question List (46q)
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