When valuing securities with embedded options, why is it important to consider volatility explicitly?

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 30, 2024 01:02 AM

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When valuing securities with embedded options, why is it important to consider volatility explicitly?

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When valuing securities with embedded options it is important to consider volatility explicitly because volatility is a crucial factor that significan...View the full answer

Introduction To Fixed Income Analytics

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