- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 32. Valuation of Contingent Claims
- Subject 6. Option Greeks and Implied Volatility
CFA Practice Question
The volatility parameter in the BSM model is the ______ volatility.
B. current
C. future
A. historical
B. current
C. future
Correct Answer: C
User Contributed Comments 0
You need to log in first to add your comment.