ACC3510 Auditing Assignment Sample


Case Study: Auditing 1. 2. As per the above graphs, we see that historical volatility has somewhat been constant over the period and the implied volatility for both the call as well as the put option changed over the period. The implied volatility increased rapidly at the end of the period indicating increase price movement in the future. In the above graphs we can see the volatility crossover as the volatility for a short period of …

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