BROWSE

Implied Call

What is 'Implied Call'

A right given to mortgage borrowers that allows them to call or pay-back a loan at any time. The call is implied, as it is included in most mortgages unless specified otherwise.

Explaining 'Implied Call'

The implied call allows a borrower to refinance a mortgage when interest rates drop. In this case, the borrower will take out a new mortgage at the lower rate, using its proceeds to call the original debt.


Further Reading


New evidence on the implied-realized volatility relation
www.tandfonline.com [PDF]
… the contrary result-- that the Black-Scholes model undervalues out-of- the-money calls … Rubinstein examined matched pairs of call option transactions from the Berkeley Options Data Base … conduct nonparametric tests of the Black-Scholes null hypothesis that implied volatil- ities …

Joint modeling of call and put implied volatilityJoint modeling of call and put implied volatility
www.sciencedirect.com [PDF]
… the contrary result-- that the Black-Scholes model undervalues out-of- the-money calls … Rubinstein examined matched pairs of call option transactions from the Berkeley Options Data Base … conduct nonparametric tests of the Black-Scholes null hypothesis that implied volatil- ities …

Predicting financial volatility: High‐frequency time‐series forecasts vis‐à‐vis implied volatilityPredicting financial volatility: High‐frequency time‐series forecasts vis‐à‐vis implied volatility
onlinelibrary.wiley.com [PDF]
… the contrary result-- that the Black-Scholes model undervalues out-of- the-money calls … Rubinstein examined matched pairs of call option transactions from the Berkeley Options Data Base … conduct nonparametric tests of the Black-Scholes null hypothesis that implied volatil- ities …

Implied ARCH models from options pricesImplied ARCH models from options prices
www.sciencedirect.com [PDF]
… the contrary result-- that the Black-Scholes model undervalues out-of- the-money calls … Rubinstein examined matched pairs of call option transactions from the Berkeley Options Data Base … conduct nonparametric tests of the Black-Scholes null hypothesis that implied volatil- ities …

Implied volatility functions: Empirical testsImplied volatility functions: Empirical tests
onlinelibrary.wiley.com [PDF]
… the contrary result-- that the Black-Scholes model undervalues out-of- the-money calls … Rubinstein examined matched pairs of call option transactions from the Berkeley Options Data Base … conduct nonparametric tests of the Black-Scholes null hypothesis that implied volatil- ities …

A theoretical and empirical investigation of the Black-Scholes implied volatility.A theoretical and empirical investigation of the Black-Scholes implied volatility.
elibrary.ru [PDF]
… the contrary result-- that the Black-Scholes model undervalues out-of- the-money calls … Rubinstein examined matched pairs of call option transactions from the Berkeley Options Data Base … conduct nonparametric tests of the Black-Scholes null hypothesis that implied volatil- ities …

Anticipated information releases reflected in call option pricesAnticipated information releases reflected in call option prices
www.sciencedirect.com [PDF]
… the contrary result-- that the Black-Scholes model undervalues out-of- the-money calls … Rubinstein examined matched pairs of call option transactions from the Berkeley Options Data Base … conduct nonparametric tests of the Black-Scholes null hypothesis that implied volatil- ities …

The Greek implied volatility index: construction and propertiesThe Greek implied volatility index: construction and properties
www.tandfonline.com [PDF]
… the contrary result-- that the Black-Scholes model undervalues out-of- the-money calls … Rubinstein examined matched pairs of call option transactions from the Berkeley Options Data Base … conduct nonparametric tests of the Black-Scholes null hypothesis that implied volatil- ities …

Efficient option-implied volatility estimatorsEfficient option-implied volatility estimators
search.proquest.com [PDF]
… the contrary result-- that the Black-Scholes model undervalues out-of- the-money calls … Rubinstein examined matched pairs of call option transactions from the Berkeley Options Data Base … conduct nonparametric tests of the Black-Scholes null hypothesis that implied volatil- ities …


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