Implied volatility

The volatility of a futures contract, security, or other instrument as implied by the prices of an option on that instrument, calculated using an options pricing model.

Black-Scholes and Beyond: Option Pricing Models

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Stochastic Implied Volatility: A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems)

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Semiparametric Modeling of Implied Volatility (Springer Finance)

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Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models [An article from: Journal of Banking and Finance]

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Historical volatility

Option Pricing Model

Volatility

Options & Futures

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