Create a TypeScript function that computes the implied volatility using the Black-Scholes model. Where the inputs are the underlying price, strike price, free-risk rate, and option price. Write it step by step, with an explanation for each step
❤️ Love it ? Share this prompt
Generate conversion focused ad and social media post creatives in a matter of seconds. Get better results while saving time.
Please login to save your tools
Join now and stay informed with weekly updates on new AI tools and breaking AI news!