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What is Historical Volatility and Why Do We Need Implied Volatilities?

Chart of VDAX and DAX volatility

Looking at financial instruments, one often finds the term implied volatility. In this post, we want to describe what it is and what you can do with it. We start refreshing the term historical volatility and then we explain the implied volatility. An example of German DAX with real data concludes this post. Historical Volatility […]