The objective here is to promote an exotic product in real time: the future on the Eurostoxx 50 Realized Dispersion Index. To do this, it becomes necessary to define the best valuation methodology: find the right equity option prices in order to generate a good layer of local volatility that can be reused later.
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Enjoy the learning by reading bite-sized lessons followed by review questions. No prior experience is needed.
Enjoy the learning by reading bite-sized lessons followed by review questions. No prior experience is needed.
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